+2,490.2%
TSM vs RUN
-31.9%
+2,522.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | +2.7% | +1.3% | +1.5% | +2.5% |
| 30D | +3.6% | -15.3% | +18.9% | +5.5% |
| 3M | -3.4% | -40.0% | +36.6% | +2.5% |
| 6M | +20.6% | -27.0% | +47.6% | +24.4% |
| YTD | +41.9% | -51.7% | +93.6% | +51.3% |
| 1Y | +84.4% | -45.9% | +130.3% | +92.4% |
| 3Y | +380.2% | -43.8% | +424.0% | +335.3% |
| 5Y | +275.3% | -80.5% | +355.8% | +267.0% |
| 10Y | +1,751.4% | +45.3% | +1,706.1% | +1,281.7% |
| All | +2,490.2% | -31.9% | +2,522.1% | +1,867.4% |
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