-3.0%
TFC vs RACE
+65.0%
-68.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +1.2% | +5.1% | -3.9% | -0.3% |
| 30D | +8.3% | +7.7% | +0.6% | +5.9% |
| 3M | -5.2% | +2.2% | -7.3% | -6.0% |
| 6M | -0.8% | +23.8% | -24.6% | -8.1% |
| YTD | +3.4% | +13.9% | -10.5% | -2.1% |
| 1Y | +17.0% | +3.8% | +13.2% | +14.2% |
| 3Y | +86.2% | +28.0% | +58.1% | +56.8% |
| All | -3.0% | +65.0% | -68.0% | -32.7% |
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