+172.6%
TTMI vs RUN
-46.2%
+218.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.3% | +9.0% |
| 7D | +5.9% | +1.3% | +4.6% | +5.4% |
| 30D | -4.3% | -15.3% | +10.9% | 0.0% |
| 3M | -32.0% | -40.0% | +8.0% | -21.9% |
| 6M | +19.5% | -27.0% | +46.4% | +29.5% |
| YTD | +82.0% | -51.7% | +133.7% | +106.1% |
| 1Y | +172.6% | -45.9% | +218.5% | +196.6% |
| All | +172.6% | -46.2% | +218.8% | +196.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling