+932.8%
TT vs RUN
-23.6%
+956.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | -2.0% | +33.4% | -35.4% | -4.6% |
| 30D | -14.0% | +31.1% | -45.2% | -16.3% |
| 3M | -15.9% | +6.4% | -22.3% | -16.7% |
| 6M | -17.3% | -22.2% | +4.9% | -16.3% |
| YTD | +4.0% | -45.8% | +49.7% | +7.0% |
| 1Y | -7.1% | -51.1% | +44.0% | -3.9% |
| 3Y | +90.2% | -3.0% | +93.3% | +66.3% |
| 5Y | +131.1% | -82.2% | +213.4% | +127.5% |
| 10Y | +777.7% | +111.9% | +665.8% | +551.5% |
| All | +932.8% | -23.6% | +956.4% | +680.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling