+438.4%
TDY vs RACE
+717.8%
-279.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +0.4% |
| 7D | +9.4% | -4.0% | +13.4% | +11.1% |
| 30D | +5.9% | +3.5% | +2.4% | +4.4% |
| 3M | -5.7% | -0.4% | -5.2% | -5.9% |
| 6M | +2.4% | +23.2% | -20.7% | -6.4% |
| YTD | +26.8% | +11.0% | +15.8% | +19.5% |
| 1Y | +24.7% | -2.2% | +26.9% | +23.6% |
| 3Y | +69.2% | +22.5% | +46.6% | +44.3% |
| 5Y | +45.7% | +63.2% | -17.4% | +6.2% |
| All | +438.4% | +717.8% | -279.4% | +93.7% |
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 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