+2.9%
TT vs RUN
-55.7%
+58.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +0.2% |
| 7D | +8.1% | -13.7% | +21.7% | +9.0% |
| 30D | -11.3% | +9.4% | -20.7% | -12.2% |
| 3M | -11.2% | -13.4% | +2.2% | -10.5% |
| 6M | -8.9% | -39.6% | +30.7% | -6.2% |
| YTD | +9.7% | -53.7% | +63.4% | +10.1% |
| All | +2.9% | -55.7% | +58.6% | +3.1% |
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