+42.8%
TSM vs RUN
-55.1%
+97.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | +6.2% | -13.5% | +19.7% | +8.0% |
| 30D | -7.3% | +18.3% | -25.6% | -10.5% |
| 3M | -7.1% | -12.5% | +5.3% | -5.9% |
| 6M | +0.2% | -40.3% | +40.6% | +7.3% |
| YTD | +32.2% | -53.1% | +85.3% | +39.1% |
| 1Y | +42.8% | -54.3% | +97.1% | +49.4% |
| All | +42.8% | -55.1% | +97.9% | +49.4% |
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