+789.8%
TDG vs RACE
+639.5%
+150.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.3% |
| 7D | +1.2% | -4.0% | +5.2% | +2.9% |
| 30D | +8.1% | +3.5% | +4.6% | +6.6% |
| 3M | -2.6% | -0.4% | -2.2% | -2.7% |
| 6M | +1.0% | +23.2% | -22.2% | -8.2% |
| YTD | -9.5% | +11.0% | -20.5% | -14.7% |
| 1Y | -8.0% | -2.2% | -5.8% | -8.5% |
| 3Y | +41.8% | +22.5% | +19.3% | +19.1% |
| 5Y | +125.1% | +63.2% | +61.9% | +60.1% |
| 10Y | +546.7% | +704.3% | -157.6% | +137.4% |
| All | +789.8% | +639.5% | +150.3% | +204.3% |
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