-45.3%
TE vs RACE
-1.0%
-44.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.1% |
| 7D | -19.1% | -1.2% | -17.9% | -19.0% |
| 30D | -34.1% | +6.1% | -40.3% | -34.0% |
| 3M | -60.1% | -0.3% | -59.8% | -60.1% |
| 6M | -66.0% | +23.4% | -89.4% | -64.8% |
| YTD | -71.4% | +12.5% | -83.9% | -69.4% |
| 1Y | -45.3% | -0.5% | -44.8% | -37.9% |
| All | -45.3% | -1.0% | -44.3% | -37.9% |
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