+203.3%
TRI vs RUN
-32.6%
+235.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.6% |
| 7D | -8.4% | -1.8% | -6.6% | -8.3% |
| 30D | -6.5% | -10.8% | +4.4% | -6.0% |
| 3M | +18.6% | -30.2% | +48.7% | +20.5% |
| 6M | -10.4% | -22.3% | +11.9% | -10.1% |
| YTD | -23.7% | -52.2% | +28.5% | -21.6% |
| 1Y | -42.5% | -45.1% | +2.6% | -41.7% |
| 3Y | -19.3% | -37.1% | +17.8% | -24.5% |
| 5Y | -9.7% | -80.3% | +70.6% | -11.8% |
| 10Y | +194.4% | +45.2% | +149.2% | +132.3% |
| All | +203.3% | -32.6% | +235.9% | +144.5% |
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