-11.8%
TLT vs RACE
+741.5%
-753.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.0% | -3.9% | +2.8% | -1.1% |
| 30D | +3.7% | +6.8% | -3.1% | +3.7% |
| 3M | -0.8% | +1.3% | -2.1% | -0.8% |
| 6M | -3.6% | +26.3% | -29.8% | -3.3% |
| YTD | -3.9% | +13.8% | -17.7% | -3.8% |
| 1Y | -6.2% | -0.5% | -5.8% | -6.4% |
| 3Y | +4.2% | +25.6% | -21.5% | +5.2% |
| 5Y | -34.7% | +67.6% | -102.3% | -33.3% |
| 10Y | -11.8% | +724.7% | -736.5% | -2.2% |
| All | -11.8% | +741.5% | -753.3% | -2.2% |
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 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