+191.1%
TRI vs RUN
+42.2%
+148.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -7.9% | -3.7% | -4.2% | -7.7% |
| 30D | -4.5% | -13.0% | +8.5% | -3.8% |
| 3M | +22.1% | -31.8% | +53.9% | +24.3% |
| 6M | -2.8% | -32.2% | +29.5% | -1.5% |
| YTD | -23.4% | -53.5% | +30.1% | -21.1% |
| 1Y | -41.5% | -46.5% | +5.0% | -40.6% |
| 3Y | -19.2% | -37.6% | +18.4% | -24.8% |
| 5Y | -9.4% | -80.9% | +71.4% | -11.3% |
| All | +191.1% | +42.2% | +148.9% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling