-12.6%
TLT vs RACE
+729.2%
-741.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.4% |
| 7D | -3.1% | -1.2% | -1.9% | -3.1% |
| 30D | +1.0% | +6.1% | -5.1% | +1.1% |
| 3M | -2.7% | -0.3% | -2.4% | -2.7% |
| 6M | -4.1% | +23.4% | -27.6% | -3.9% |
| YTD | -5.4% | +12.5% | -17.9% | -5.3% |
| 1Y | -7.0% | -0.5% | -6.6% | -7.2% |
| 3Y | +2.8% | +23.6% | -20.8% | +3.8% |
| 5Y | -35.4% | +65.4% | -100.8% | -34.0% |
| All | -12.6% | +729.2% | -741.8% | -2.6% |
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