+537.0%
TDG vs RACE
+844.0%
-307.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.6% |
| 7D | -1.9% | +0.9% | -2.8% | -2.3% |
| 30D | -7.7% | +1.6% | -9.3% | -8.5% |
| 3M | -9.3% | +13.2% | -22.5% | -14.5% |
| 6M | -9.4% | +22.9% | -32.3% | -17.8% |
| YTD | -14.3% | +13.3% | -27.5% | -20.0% |
| 1Y | -11.8% | -12.7% | +0.9% | -8.6% |
| 3Y | +52.0% | +40.3% | +11.7% | +17.4% |
| 5Y | +128.8% | +96.5% | +32.3% | +44.1% |
| All | +537.0% | +844.0% | -307.0% | +117.1% |
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