+10.4%
TSN vs RUN
-34.3%
+44.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.6% |
| 7D | -5.0% | +10.2% | -15.2% | -5.3% |
| 30D | -9.1% | -9.6% | +0.5% | -8.9% |
| 3M | -7.4% | -31.5% | +24.1% | -6.8% |
| 6M | -13.4% | -18.7% | +5.3% | -13.3% |
| YTD | -8.5% | -49.9% | +41.4% | -7.7% |
| 1Y | -3.2% | -45.5% | +42.3% | -2.9% |
| All | +10.4% | -34.3% | +44.7% | +2.5% |
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 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