-4.5%
TT vs RUN
-53.7%
+49.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -1.8% |
| 7D | -8.5% | +18.5% | -26.9% | -9.6% |
| 30D | -12.8% | +15.5% | -28.3% | -13.8% |
| 3M | -12.9% | -20.3% | +7.4% | -11.6% |
| 6M | -15.2% | -30.8% | +15.6% | -13.6% |
| YTD | +6.2% | -52.2% | +58.4% | +7.0% |
| 1Y | -4.5% | -53.9% | +49.4% | -4.0% |
| All | -4.5% | -53.7% | +49.2% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling