+1,051.4%
TT vs RUN
-31.9%
+1,083.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -7.2% | -15.3% | +8.1% | -6.0% |
| 3M | -3.0% | -40.0% | +37.0% | +1.0% |
| 6M | +1.4% | -27.0% | +28.3% | +3.3% |
| YTD | +15.9% | -51.7% | +67.6% | +20.9% |
| 1Y | +9.4% | -45.9% | +55.3% | +12.2% |
| 3Y | +124.4% | -43.8% | +168.1% | +107.1% |
| 5Y | +138.0% | -80.5% | +218.5% | +131.6% |
| 10Y | +886.4% | +45.3% | +841.1% | +647.0% |
| All | +1,051.4% | -31.9% | +1,083.4% | +782.5% |
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