+225.5%
TGT vs RACE
+738.3%
-512.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.1% | +4.5% |
| 7D | +4.7% | +3.9% | +0.8% | +3.5% |
| 30D | +8.0% | +7.4% | +0.5% | +5.6% |
| 3M | +11.7% | +1.6% | +10.1% | +10.9% |
| 6M | +34.7% | +23.3% | +11.4% | +25.4% |
| YTD | +74.4% | +14.7% | +59.7% | +64.9% |
| 1Y | +89.2% | +2.5% | +86.7% | +85.4% |
| 3Y | +73.4% | +28.0% | +45.4% | +53.1% |
| 5Y | -24.0% | +69.8% | -93.8% | -40.9% |
| 10Y | +225.5% | +734.9% | -509.4% | +99.6% |
| All | +225.5% | +738.3% | -512.8% | +99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling