-10.3%
TLT vs RACE
+658.9%
-669.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.1% | +5.1% | -5.0% | +0.2% |
| 30D | +6.2% | +7.7% | -1.5% | +6.4% |
| 3M | -0.3% | +2.2% | -2.5% | -0.3% |
| 6M | -3.4% | +23.8% | -27.1% | -2.8% |
| YTD | -3.1% | +13.9% | -17.0% | -2.8% |
| 1Y | -5.2% | +3.8% | -9.0% | -5.2% |
| 3Y | +6.5% | +28.0% | -21.6% | +8.2% |
| 5Y | -34.7% | +64.9% | -99.6% | -32.7% |
| 10Y | -17.6% | +780.4% | -798.0% | +2.3% |
| All | -10.3% | +658.9% | -669.1% | +14.1% |
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