-26.9%
TGT vs RACE
+65.0%
-92.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +2.6% | +5.1% | -2.5% | +0.9% |
| 30D | +5.0% | +7.7% | -2.7% | +2.3% |
| 3M | +8.5% | +2.2% | +6.4% | +7.5% |
| 6M | +23.8% | +23.8% | 0.0% | +13.9% |
| YTD | +66.5% | +13.9% | +52.6% | +56.6% |
| 1Y | +84.9% | +3.8% | +81.1% | +80.2% |
| 3Y | +59.2% | +28.0% | +31.2% | +32.4% |
| All | -26.9% | +65.0% | -92.0% | -54.2% |
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