+61.4%
T vs RACE
+741.5%
-680.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.0% | -3.9% | +5.8% | +2.7% |
| 30D | -1.0% | +6.8% | -7.8% | -2.3% |
| 3M | -8.1% | +1.3% | -9.5% | -8.4% |
| 6M | -8.3% | +26.3% | -34.5% | -12.7% |
| YTD | -6.1% | +13.8% | -19.9% | -9.1% |
| 1Y | -7.4% | -0.5% | -6.9% | -8.0% |
| 3Y | +65.4% | +25.6% | +39.8% | +51.7% |
| 5Y | +57.6% | +67.6% | -10.0% | +32.0% |
| 10Y | +61.4% | +724.7% | -663.3% | -1.6% |
| All | +61.4% | +741.5% | -680.1% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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