-7.0%
TLT vs RACE
-1.0%
-6.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -3.1% | -1.2% | -1.9% | -3.0% |
| 30D | +1.0% | +6.1% | -5.1% | +0.4% |
| 3M | -2.7% | -0.3% | -2.4% | -2.8% |
| 6M | -4.1% | +23.4% | -27.6% | -6.3% |
| YTD | -5.4% | +12.5% | -17.9% | -7.5% |
| 1Y | -7.0% | -0.5% | -6.6% | -9.6% |
| All | -7.0% | -1.0% | -6.0% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling