-25.8%
TE vs RACE
+10.6%
-36.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.3% | -7.8% | -3.7% |
| 7D | +3.8% | +9.9% | -6.1% | +3.4% |
| 30D | -26.2% | +12.8% | -39.0% | -26.6% |
| 3M | -49.7% | +7.4% | -57.1% | -49.8% |
| 6M | -46.5% | +27.6% | -74.1% | -45.6% |
| YTD | -59.1% | +18.4% | -77.5% | -56.9% |
| 1Y | -25.8% | +9.5% | -35.3% | -18.4% |
| All | -25.8% | +10.6% | -36.4% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling