+145.0%
TT vs RUN
-80.3%
+225.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.7% |
| 7D | +1.6% | +10.2% | -8.6% | +0.8% |
| 30D | -7.3% | -9.6% | +2.3% | -6.7% |
| 3M | -2.6% | -31.5% | +28.9% | -0.2% |
| 6M | +5.9% | -18.7% | +24.6% | +6.8% |
| YTD | +15.4% | -49.9% | +65.3% | +19.2% |
| 1Y | +8.2% | -45.5% | +53.8% | +10.5% |
| 3Y | +122.7% | -34.1% | +156.7% | +103.9% |
| 5Y | +145.0% | -79.4% | +224.4% | +133.8% |
| All | +145.0% | -80.3% | +225.3% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling