+155.6%
TE vs RACE
-15.2%
+170.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.0% | +11.0% | +9.7% |
| 7D | +18.2% | -1.0% | +19.3% | +17.8% |
| 30D | -13.5% | -1.5% | -12.0% | -13.9% |
| 3M | -44.6% | +15.5% | -60.0% | -40.9% |
| 6M | -24.7% | +17.3% | -42.0% | -19.9% |
| YTD | -24.3% | +11.1% | -35.4% | -20.7% |
| 1Y | +155.6% | -14.3% | +169.8% | +88.2% |
| All | +155.6% | -15.2% | +170.7% | +88.2% |
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