-20.8%
TGT vs RACE
+93.6%
-114.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | +0.8% | -2.5% | +3.3% | +1.6% |
| 30D | +12.2% | +0.8% | +11.4% | +11.8% |
| 3M | +33.8% | +17.2% | +16.6% | +26.0% |
| 6M | +39.3% | +13.6% | +25.7% | +32.0% |
| YTD | +72.9% | +12.2% | +60.6% | +63.6% |
| 1Y | +84.6% | -16.3% | +100.8% | +94.4% |
| 3Y | +46.2% | +36.4% | +9.8% | +17.5% |
| All | -20.8% | +93.6% | -114.4% | -51.9% |
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