-53.2%
TE vs RACE
+147.6%
-200.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.1% |
| 7D | -4.0% | -2.5% | -1.4% | -3.0% |
| 30D | -15.9% | +0.8% | -16.7% | -16.1% |
| 3M | -60.5% | +17.2% | -77.7% | -63.1% |
| 6M | -35.2% | +13.6% | -48.8% | -39.1% |
| YTD | -31.1% | +12.2% | -43.3% | -36.0% |
| 1Y | +148.6% | -16.3% | +164.9% | +158.9% |
| 3Y | -26.4% | +36.4% | -62.8% | -41.8% |
| 5Y | -48.0% | +95.0% | -143.0% | -64.7% |
| All | -53.2% | +147.6% | -200.8% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling