+17.3%
TFC vs RACE
+93.6%
-76.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | +2.4% | -2.5% | +4.9% | +3.2% |
| 30D | -1.3% | +0.8% | -2.1% | -1.7% |
| 3M | +6.1% | +17.2% | -11.1% | +0.4% |
| 6M | +7.3% | +13.6% | -6.2% | +2.2% |
| YTD | +8.2% | +12.2% | -4.0% | +2.9% |
| 1Y | +14.4% | -16.3% | +30.7% | +19.8% |
| 3Y | +93.7% | +36.4% | +57.3% | +58.3% |
| All | +17.3% | +93.6% | -76.3% | -19.2% |
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