+981.2%
TT vs RUN
-25.4%
+1,006.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.1% | +4.9% |
| 7D | +1.7% | +18.1% | -16.3% | +0.2% |
| 30D | -11.8% | +27.5% | -39.3% | -13.9% |
| 3M | -12.6% | -4.5% | -8.1% | -12.6% |
| 6M | -9.4% | -33.3% | +24.0% | -7.0% |
| YTD | +8.8% | -47.1% | +55.9% | +12.2% |
| 1Y | -2.5% | -43.1% | +40.6% | -0.4% |
| 3Y | +95.7% | -3.0% | +98.6% | +70.9% |
| 5Y | +135.7% | -82.6% | +218.3% | +132.4% |
| 10Y | +750.6% | +103.3% | +647.3% | +533.0% |
| All | +981.2% | -25.4% | +1,006.6% | +719.0% |
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