+957.3%
TT vs RUN
+43.6%
+913.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | 0.0% |
| 7D | +1.4% | -1.8% | +3.2% | +1.6% |
| 30D | -6.7% | -10.8% | +4.2% | -5.7% |
| 3M | -5.4% | -30.2% | +24.7% | -2.6% |
| 6M | +4.4% | -22.3% | +26.7% | +5.9% |
| YTD | +14.9% | -52.2% | +67.1% | +20.4% |
| 1Y | +9.3% | -45.1% | +54.4% | +12.1% |
| 3Y | +121.7% | -37.1% | +158.8% | +99.7% |
| 5Y | +148.2% | -80.3% | +228.4% | +141.0% |
| 10Y | +957.3% | +45.2% | +912.0% | +614.8% |
| All | +957.3% | +43.6% | +913.7% | +614.8% |
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