+736.3%
TT vs RUN
+68.6%
+667.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +4.0% | -13.5% | +17.6% | +5.3% |
| 30D | -11.3% | +18.3% | -29.6% | -13.1% |
| 3M | -12.3% | -12.5% | +0.2% | -11.7% |
| 6M | -10.8% | -40.3% | +29.5% | -7.4% |
| YTD | +8.2% | -53.1% | +61.3% | +12.9% |
| 1Y | +1.5% | -54.3% | +55.7% | +6.0% |
| 3Y | +91.5% | -6.5% | +98.0% | +64.0% |
| 5Y | +130.2% | -85.3% | +215.5% | +132.2% |
| All | +736.3% | +68.6% | +667.7% | +452.3% |
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