+1,643.1%
TSM vs RUN
+68.6%
+1,574.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | +6.2% | -13.5% | +19.7% | +8.1% |
| 30D | -7.3% | +18.3% | -25.6% | -10.0% |
| 3M | -7.1% | -12.5% | +5.3% | -6.3% |
| 6M | +0.2% | -40.3% | +40.6% | +5.9% |
| YTD | +32.2% | -53.1% | +85.3% | +41.1% |
| 1Y | +42.8% | -54.3% | +97.1% | +52.5% |
| 3Y | +330.4% | -6.5% | +336.9% | +253.4% |
| 5Y | +263.9% | -85.3% | +349.2% | +272.9% |
| All | +1,643.1% | +68.6% | +1,574.5% | +1,030.8% |
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 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