+624.2%
TDY vs RACE
+647.6%
-23.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | -1.8% | -2.5% | +0.7% | -0.9% |
| 30D | -10.7% | +0.8% | -11.5% | -11.1% |
| 3M | -1.3% | +17.2% | -18.4% | -7.4% |
| 6M | -10.6% | +13.6% | -24.1% | -15.5% |
| YTD | +19.6% | +12.2% | +7.4% | +12.7% |
| 1Y | +11.6% | -16.3% | +27.9% | +17.0% |
| 3Y | +45.2% | +36.4% | +8.8% | +19.6% |
| 5Y | +36.1% | +95.0% | -58.9% | -6.0% |
| 10Y | +458.8% | +813.2% | -354.4% | +118.2% |
| All | +624.2% | +647.6% | -23.4% | +170.6% |
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