+161.7%
TTMI vs RUN
-47.1%
+208.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.6% |
| 7D | +0.7% | -3.7% | +4.4% | +1.8% |
| 30D | -8.4% | -13.0% | +4.6% | -4.6% |
| 3M | -32.5% | -31.8% | -0.7% | -24.9% |
| 6M | +32.5% | -32.2% | +64.7% | +46.4% |
| YTD | +83.2% | -53.5% | +136.7% | +109.7% |
| 1Y | +161.7% | -46.5% | +208.2% | +190.5% |
| All | +161.7% | -47.1% | +208.8% | +190.5% |
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 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