+216.3%
TGT vs RACE
+793.3%
-577.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -0.6% | -1.0% | +0.4% | -0.3% |
| 30D | +9.5% | -1.5% | +11.1% | +9.9% |
| 3M | +32.3% | +15.5% | +16.8% | +26.0% |
| 6M | +37.0% | +17.3% | +19.7% | +29.4% |
| YTD | +71.0% | +11.1% | +59.9% | +63.4% |
| 1Y | +85.0% | -14.3% | +99.3% | +91.1% |
| 3Y | +46.8% | +40.2% | +6.7% | +25.6% |
| 5Y | -22.7% | +92.6% | -115.3% | -41.6% |
| 10Y | +216.3% | +786.6% | -570.3% | +85.6% |
| All | +216.3% | +793.3% | -577.0% | +85.6% |
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