+57.0%
T vs RACE
+62.4%
-5.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | +1.6% | -4.0% | +5.7% | +2.2% |
| 30D | -2.9% | +3.5% | -6.5% | -3.3% |
| 3M | -7.5% | -0.4% | -7.1% | -7.5% |
| 6M | -9.9% | +23.2% | -33.1% | -12.4% |
| YTD | -6.4% | +11.0% | -17.4% | -8.0% |
| 1Y | -9.4% | -2.2% | -7.2% | -9.5% |
| 3Y | +64.9% | +22.5% | +42.3% | +54.9% |
| 5Y | +57.0% | +63.2% | -6.2% | +28.7% |
| All | +57.0% | +62.4% | -5.4% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling