-9.8%
TRI vs RUN
-81.0%
+71.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.7% |
| 7D | -7.9% | -3.7% | -4.2% | -7.8% |
| 30D | -4.5% | -13.0% | +8.5% | -4.0% |
| 3M | +22.1% | -31.8% | +53.9% | +23.7% |
| 6M | -2.8% | -32.2% | +29.5% | -1.9% |
| YTD | -23.4% | -53.5% | +30.1% | -21.6% |
| 1Y | -41.5% | -46.5% | +5.0% | -40.8% |
| 3Y | -19.2% | -37.6% | +18.4% | -24.1% |
| All | -9.8% | -81.0% | +71.1% | -10.8% |
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