+148.6%
TE vs RACE
-16.2%
+164.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +0.7% |
| 7D | -4.0% | -2.5% | -1.4% | -4.8% |
| 30D | -15.9% | +0.8% | -16.7% | -15.6% |
| 3M | -60.5% | +17.2% | -77.7% | -57.7% |
| 6M | -35.2% | +13.6% | -48.8% | -33.1% |
| YTD | -31.1% | +12.2% | -43.3% | -27.6% |
| 1Y | +148.6% | -16.3% | +164.9% | +75.7% |
| All | +148.6% | -16.2% | +164.9% | +75.7% |
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