+1,815.4%
TSM vs RUN
+43.6%
+1,771.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.7% | -0.2% |
| 7D | +4.8% | -1.8% | +6.6% | +5.0% |
| 30D | +4.0% | -10.8% | +14.9% | +5.5% |
| 3M | +2.0% | -30.2% | +32.1% | +6.6% |
| 6M | +25.5% | -22.3% | +47.8% | +28.7% |
| YTD | +44.0% | -52.2% | +96.2% | +54.6% |
| 1Y | +75.4% | -45.1% | +120.5% | +83.5% |
| 3Y | +406.7% | -37.1% | +443.8% | +343.6% |
| 5Y | +285.0% | -80.3% | +365.3% | +275.5% |
| 10Y | +1,815.4% | +45.2% | +1,770.2% | +1,113.7% |
| All | +1,815.4% | +43.6% | +1,771.8% | +1,113.7% |
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