+234.9%
TPR vs RUN
-85.3%
+320.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -0.3% | -13.5% | +13.2% | +1.4% |
| 30D | +15.1% | +18.3% | -3.2% | +12.4% |
| 3M | +3.5% | -12.5% | +16.0% | +4.6% |
| 6M | +0.4% | -40.3% | +40.8% | +5.7% |
| YTD | +4.6% | -53.1% | +57.7% | +10.9% |
| 1Y | +33.1% | -54.3% | +87.4% | +41.3% |
| 3Y | +396.0% | -6.5% | +402.5% | +303.4% |
| All | +234.9% | -85.3% | +320.2% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling