+0.5%
TFC vs RACE
+62.4%
-61.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | 0.0% |
| 7D | +0.1% | -4.0% | +4.1% | +1.4% |
| 30D | +8.6% | +3.5% | +5.1% | +7.5% |
| 3M | -4.3% | -0.4% | -3.9% | -4.4% |
| 6M | +5.4% | +23.2% | -17.7% | -2.2% |
| YTD | +4.5% | +11.0% | -6.5% | -0.4% |
| 1Y | +14.0% | -2.2% | +16.2% | +13.6% |
| 3Y | +93.4% | +22.5% | +70.8% | +65.5% |
| 5Y | +0.5% | +63.2% | -62.7% | -29.6% |
| All | +0.5% | +62.4% | -61.9% | -29.6% |
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 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