+2,300.8%
TSM vs RUN
-33.3%
+2,334.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -10.6% | +12.6% | +3.3% |
| 7D | -2.1% | +0.3% | -2.4% | -2.5% |
| 30D | -12.5% | +14.0% | -26.5% | -14.5% |
| 3M | -5.0% | -11.8% | +6.8% | -4.3% |
| 6M | -3.2% | -40.4% | +37.2% | +1.9% |
| YTD | +31.5% | -52.7% | +84.2% | +39.5% |
| 1Y | +35.7% | -52.5% | +88.2% | +43.5% |
| 3Y | +323.5% | -7.7% | +331.2% | +257.8% |
| 5Y | +263.4% | -83.9% | +347.2% | +263.3% |
| 10Y | +1,598.5% | +84.9% | +1,513.6% | +1,151.5% |
| All | +2,300.8% | -33.3% | +2,334.1% | +1,714.4% |
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 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