+195.1%
TGT vs RACE
+658.1%
-463.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | +4.8% | +0.2% | +4.5% | +4.8% |
| 30D | +5.3% | +6.6% | -1.3% | +3.4% |
| 3M | +7.2% | +2.2% | +5.0% | +6.4% |
| 6M | +31.4% | +22.4% | +9.0% | +23.3% |
| YTD | +70.1% | +13.8% | +56.3% | +61.9% |
| 1Y | +85.5% | +2.2% | +83.3% | +82.3% |
| 3Y | +66.7% | +25.6% | +41.1% | +50.2% |
| 5Y | -25.6% | +71.0% | -96.6% | -40.3% |
| 10Y | +209.6% | +739.1% | -529.5% | +86.7% |
| All | +195.1% | +658.1% | -463.1% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling