+474.7%
TPR vs RUN
-23.6%
+498.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +14.2% | +33.4% | -19.2% | +9.1% |
| 30D | +17.1% | +31.1% | -14.1% | +12.0% |
| 3M | -17.7% | +6.4% | -24.1% | -19.1% |
| 6M | -10.2% | -22.2% | +12.0% | -8.3% |
| YTD | +4.9% | -45.8% | +50.7% | +10.5% |
| 1Y | +36.1% | -51.1% | +87.3% | +44.6% |
| 3Y | +416.5% | -3.0% | +419.5% | +305.5% |
| 5Y | +254.8% | -82.2% | +337.0% | +247.5% |
| 10Y | +391.7% | +111.9% | +279.9% | +185.1% |
| All | +474.7% | -23.6% | +498.3% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling