-47.3%
TE vs RACE
+93.6%
-140.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.4% |
| 7D | -4.0% | -2.5% | -1.4% | -2.6% |
| 30D | -15.9% | +0.8% | -16.7% | -16.2% |
| 3M | -60.5% | +17.2% | -77.7% | -64.0% |
| 6M | -35.2% | +13.6% | -48.8% | -40.5% |
| YTD | -31.1% | +12.2% | -43.3% | -37.7% |
| 1Y | +148.6% | -16.3% | +164.9% | +163.9% |
| 3Y | -26.4% | +36.4% | -62.8% | -52.8% |
| All | -47.3% | +93.6% | -140.9% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling