+125.6%
TD vs RACE
+93.6%
+32.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | +0.3% | -2.5% | +2.8% | +0.9% |
| 30D | +0.4% | +0.8% | -0.4% | +0.2% |
| 3M | +7.6% | +17.2% | -9.5% | +3.7% |
| 6M | +25.0% | +13.6% | +11.4% | +20.9% |
| YTD | +31.0% | +12.2% | +18.8% | +26.7% |
| 1Y | +65.2% | -16.3% | +81.4% | +70.1% |
| 3Y | +122.5% | +36.4% | +86.1% | +90.7% |
| All | +125.6% | +93.6% | +32.0% | +65.4% |
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