-49.1%
TE vs RACE
+3.0%
-52.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.6% | -3.0% |
| 7D | -10.5% | +3.9% | -14.5% | -10.5% |
| 30D | -32.4% | +7.4% | -39.9% | -32.5% |
| 3M | -60.9% | +1.6% | -62.5% | -60.9% |
| 6M | -62.8% | +23.3% | -86.1% | -61.9% |
| YTD | -65.7% | +14.7% | -80.4% | -63.8% |
| All | -49.1% | +3.0% | -52.1% | -45.9% |
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