+734.7%
TT vs RUN
+94.0%
+640.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.6% | +10.6% | +1.0% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | -11.8% | +14.0% | -25.8% | -13.2% |
| 3M | -11.6% | -11.8% | +0.2% | -11.0% |
| 6M | -9.3% | -40.4% | +31.1% | -5.8% |
| YTD | +8.9% | -52.7% | +61.6% | +13.6% |
| 1Y | -2.2% | -52.5% | +50.3% | +1.8% |
| 3Y | +91.9% | -7.7% | +99.6% | +64.7% |
| 5Y | +136.0% | -83.9% | +219.9% | +135.2% |
| 10Y | +734.7% | +84.9% | +649.8% | +451.9% |
| All | +734.7% | +94.0% | +640.7% | +451.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling