+1,084.3%
TTMI vs RUN
+43.4%
+1,041.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | +6.0% | -3.4% | +9.4% | +6.6% |
| 30D | -6.4% | -14.0% | +7.5% | -4.2% |
| 3M | -28.9% | -27.5% | -1.4% | -25.3% |
| 6M | +26.9% | -29.0% | +55.8% | +33.4% |
| YTD | +77.3% | -53.1% | +130.4% | +94.3% |
| 1Y | +147.5% | -46.7% | +194.2% | +165.2% |
| 3Y | +847.6% | -38.3% | +886.0% | +743.2% |
| 5Y | +802.2% | -80.7% | +882.9% | +789.2% |
| All | +1,084.3% | +43.4% | +1,041.0% | +550.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling