+135.5%
TDG vs RACE
+92.4%
+43.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | -0.9% | -1.0% | +0.1% | -0.6% |
| 30D | -6.5% | -1.5% | -5.0% | -6.1% |
| 3M | -5.1% | +15.5% | -20.5% | -10.1% |
| 6M | -11.5% | +17.3% | -28.8% | -16.8% |
| YTD | -13.9% | +11.1% | -25.0% | -17.9% |
| 1Y | -11.5% | -14.3% | +2.8% | -8.0% |
| 3Y | +53.7% | +40.2% | +13.5% | +17.4% |
| 5Y | +135.5% | +92.6% | +42.9% | +52.2% |
| All | +135.5% | +92.4% | +43.1% | +52.2% |
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