+668.0%
TDY vs RACE
+639.5%
+28.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| YTD | +26.8% | +11.0% | +15.8% | +19.8% |
| 1Y | +24.7% | -2.2% | +26.9% | +23.6% |
| 3Y | +69.2% | +22.5% | +46.6% | +45.9% |
| 5Y | +45.7% | +63.2% | -17.4% | +8.6% |
| 10Y | +444.2% | +704.3% | -260.1% | +120.7% |
| All | +668.0% | +639.5% | +28.5% | +187.5% |
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