+663.4%
TDY vs RACE
+649.8%
+13.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | +4.1% | -1.2% | +5.3% | +4.5% |
| 30D | +5.7% | +6.1% | -0.4% | +3.3% |
| 3M | -4.4% | -0.3% | -4.2% | -4.7% |
| 6M | +1.2% | +23.4% | -22.2% | -7.3% |
| YTD | +26.0% | +12.5% | +13.5% | +18.5% |
| 1Y | +27.4% | -0.5% | +27.8% | +25.4% |
| 3Y | +67.5% | +23.6% | +43.9% | +44.1% |
| 5Y | +44.9% | +65.4% | -20.6% | +7.4% |
| 10Y | +440.9% | +715.5% | -274.5% | +118.2% |
| All | +663.4% | +649.8% | +13.7% | +184.3% |
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