+806.5%
TDG vs RACE
+658.1%
+148.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +10.6% | +6.6% | +4.0% | +7.6% |
| 3M | +0.2% | +2.2% | -2.0% | -1.0% |
| 6M | +0.9% | +22.4% | -21.5% | -8.1% |
| YTD | -7.8% | +13.8% | -21.6% | -14.1% |
| 1Y | -4.9% | +2.2% | -7.1% | -7.3% |
| 3Y | +44.5% | +25.6% | +18.8% | +20.0% |
| 5Y | +117.7% | +71.0% | +46.7% | +51.5% |
| 10Y | +565.8% | +739.1% | -173.2% | +140.4% |
| All | +806.5% | +658.1% | +148.3% | +206.7% |
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