-65.3%
TEAM vs RACE
+65.0%
-130.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.5% | -14.7% | -15.2% |
| 7D | -19.8% | +5.1% | -24.9% | -22.2% |
| 30D | -21.5% | +7.7% | -29.2% | -25.0% |
| 3M | +39.5% | +2.2% | +37.3% | +37.8% |
| 6M | +73.1% | +23.8% | +49.3% | +50.7% |
| YTD | -5.2% | +13.9% | -19.1% | -14.5% |
| 1Y | -1.6% | +3.8% | -5.3% | -5.5% |
| 3Y | -11.4% | +28.0% | -39.5% | -40.7% |
| All | -65.3% | +65.0% | -130.3% | -84.7% |
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