+1.4%
TT vs RUN
-23.4%
+24.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | -7.2% | -15.3% | +8.1% | -5.1% |
| 3M | -3.0% | -40.0% | +37.0% | +3.2% |
| 6M | +1.4% | -27.0% | +28.3% | +1.4% |
| All | +1.4% | -23.4% | +24.7% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling