+37.2%
TDY vs RACE
+88.9%
-51.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -0.9% | -1.0% | +0.2% | -0.6% |
| 30D | -12.5% | -1.5% | -10.9% | -12.2% |
| 3M | -1.2% | +15.5% | -16.7% | -5.8% |
| 6M | -6.6% | +17.3% | -23.9% | -11.7% |
| YTD | +18.5% | +11.1% | +7.4% | +13.3% |
| 1Y | +10.8% | -14.3% | +25.0% | +14.6% |
| 3Y | +47.5% | +40.2% | +7.3% | +19.8% |
| All | +37.2% | +88.9% | -51.7% | -2.8% |
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 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