-34.3%
TLT vs RACE
+62.2%
-96.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.3% |
| 7D | -2.7% | -4.0% | +1.3% | -2.4% |
| 30D | +2.2% | +3.5% | -1.4% | +1.9% |
| 3M | -1.7% | -0.4% | -1.3% | -1.8% |
| 6M | -4.0% | +23.2% | -27.1% | -5.6% |
| YTD | -4.9% | +11.0% | -15.9% | -6.0% |
| 1Y | -7.4% | -2.2% | -5.2% | -7.6% |
| 3Y | +3.0% | +22.5% | -19.5% | -0.4% |
| All | -34.3% | +62.2% | -96.4% | -39.4% |
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