+12.6%
TE vs RACE
+23.0%
-10.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.5% | -5.0% | -6.9% |
| 7D | -13.6% | -4.0% | -9.6% | -12.7% |
| 30D | -37.7% | +3.5% | -41.2% | -38.0% |
| 3M | -59.8% | -0.4% | -59.4% | -59.7% |
| 6M | -66.3% | +23.2% | -89.5% | -67.7% |
| YTD | -70.5% | +11.0% | -81.5% | -71.3% |
| 1Y | -48.8% | -2.2% | -46.6% | -48.0% |
| All | +12.6% | +23.0% | -10.4% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling