+240.4%
TPR vs RUN
-80.5%
+320.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -2.3% | +1.3% | -3.6% | -2.5% |
| 30D | -23.0% | -15.3% | -7.7% | -21.6% |
| 3M | -12.5% | -40.0% | +27.5% | -7.4% |
| 6M | -21.4% | -27.0% | +5.5% | -19.5% |
| YTD | -3.5% | -51.7% | +48.2% | +2.5% |
| 1Y | +17.4% | -45.9% | +63.2% | +21.3% |
| 3Y | +291.3% | -43.8% | +335.0% | +245.4% |
| All | +240.4% | -80.5% | +320.9% | +239.3% |
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