+890.1%
TTMI vs RUN
-39.0%
+929.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | +0.7% | -3.7% | +4.4% | +1.3% |
| 30D | -8.4% | -13.0% | +4.6% | -6.6% |
| 3M | -32.5% | -31.8% | -0.7% | -28.7% |
| 6M | +32.5% | -32.2% | +64.7% | +39.7% |
| YTD | +83.2% | -53.5% | +136.7% | +98.8% |
| 1Y | +161.7% | -46.5% | +208.2% | +179.0% |
| 3Y | +890.1% | -37.6% | +927.7% | +793.3% |
| All | +890.1% | -39.0% | +929.1% | +793.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling