+82.0%
T vs RACE
+658.9%
-576.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +1.0% | +5.1% | -4.1% | +0.1% |
| 30D | -10.6% | +7.7% | -18.3% | -11.8% |
| 3M | -7.7% | +2.2% | -9.9% | -8.2% |
| 6M | -13.3% | +23.8% | -37.1% | -16.9% |
| YTD | -8.8% | +13.9% | -22.7% | -11.5% |
| 1Y | -8.4% | +3.8% | -12.2% | -9.7% |
| 3Y | +59.6% | +28.0% | +31.6% | +47.1% |
| 5Y | +52.1% | +64.9% | -12.8% | +30.3% |
| 10Y | +56.9% | +780.4% | -723.5% | +1.2% |
| All | +82.0% | +658.9% | -576.9% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling