+759.5%
TDG vs RACE
+647.6%
+111.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.2% |
| 7D | -2.0% | -2.5% | +0.5% | -1.0% |
| 30D | -7.4% | +0.8% | -8.2% | -7.8% |
| 3M | -5.4% | +17.2% | -22.5% | -11.9% |
| 6M | -11.6% | +13.6% | -25.2% | -17.0% |
| YTD | -12.6% | +12.2% | -24.8% | -18.0% |
| 1Y | -9.3% | -16.3% | +6.9% | -4.4% |
| 3Y | +49.2% | +36.4% | +12.7% | +18.7% |
| 5Y | +132.1% | +95.0% | +37.2% | +51.3% |
| 10Y | +544.8% | +813.2% | -268.4% | +125.9% |
| All | +759.5% | +647.6% | +111.9% | +192.8% |
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