+411.0%
TSM vs RUN
-35.6%
+446.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.4% | +2.0% |
| 7D | +6.0% | +10.2% | -4.1% | +5.1% |
| 30D | +4.5% | -9.6% | +14.1% | +5.4% |
| 3M | +3.1% | -31.5% | +34.6% | +6.4% |
| 6M | +30.2% | -18.7% | +48.9% | +32.2% |
| YTD | +45.2% | -49.9% | +95.1% | +51.3% |
| 1Y | +79.6% | -45.5% | +125.1% | +85.3% |
| 3Y | +411.0% | -34.1% | +445.1% | +381.1% |
| All | +411.0% | -35.6% | +446.6% | +381.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling