-41.5%
TRI vs RUN
-47.1%
+5.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.7% |
| 7D | -7.9% | -3.7% | -4.2% | -7.9% |
| 30D | -4.5% | -13.0% | +8.5% | -4.7% |
| 3M | +22.1% | -31.8% | +53.9% | +21.1% |
| 6M | -2.8% | -32.2% | +29.5% | -4.0% |
| YTD | -23.4% | -53.5% | +30.1% | -22.3% |
| 1Y | -41.5% | -46.5% | +5.0% | -41.0% |
| All | -41.5% | -47.1% | +5.5% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling