+2,402.9%
TSM vs RUN
-30.6%
+2,433.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.1% | +3.8% |
| 7D | +4.4% | +3.2% | +1.3% | +3.6% |
| 30D | -7.0% | +19.5% | -26.5% | -9.6% |
| 3M | -1.8% | -9.6% | +7.8% | -1.4% |
| 6M | +2.7% | -37.3% | +40.0% | +7.4% |
| YTD | +37.1% | -50.7% | +87.8% | +44.7% |
| 1Y | +43.5% | -54.1% | +97.5% | +52.4% |
| 3Y | +341.5% | -3.9% | +345.4% | +271.2% |
| 5Y | +278.9% | -84.4% | +363.3% | +281.1% |
| 10Y | +1,641.8% | +77.5% | +1,564.3% | +1,181.4% |
| All | +2,402.9% | -30.6% | +2,433.5% | +1,782.5% |
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