+83.6%
T vs RACE
+670.3%
-586.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | +4.3% | +5.7% | -1.4% | +3.3% |
| 30D | -9.7% | +9.3% | -19.0% | -11.1% |
| 3M | -4.3% | +3.8% | -8.1% | -5.0% |
| 6M | -13.7% | +29.8% | -43.5% | -18.0% |
| YTD | -8.0% | +15.6% | -23.6% | -11.0% |
| 1Y | -6.9% | +5.1% | -12.0% | -8.4% |
| 3Y | +59.7% | +30.8% | +28.9% | +46.6% |
| 5Y | +53.4% | +67.4% | -14.0% | +31.1% |
| 10Y | +58.2% | +793.6% | -735.4% | +1.8% |
| All | +83.6% | +670.3% | -586.7% | +16.0% |
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