+200.6%
TGT vs RACE
+717.8%
-517.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.3% |
| 7D | +2.6% | -4.0% | +6.6% | +3.9% |
| 30D | +6.6% | +3.5% | +3.1% | +5.5% |
| 3M | +5.2% | -0.4% | +5.6% | +5.2% |
| 6M | +35.3% | +23.2% | +12.2% | +25.9% |
| YTD | +70.3% | +11.0% | +59.3% | +62.6% |
| 1Y | +81.2% | -2.2% | +83.4% | +80.2% |
| 3Y | +66.9% | +22.5% | +44.4% | +49.4% |
| 5Y | -27.2% | +63.2% | -90.3% | -42.7% |
| All | +200.6% | +717.8% | -517.2% | +76.5% |
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