-24.3%
TMF vs RACE
+10.6%
-34.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +1.2% |
| 7D | +4.0% | +9.9% | -5.9% | +1.2% |
| 30D | +19.5% | +12.8% | +6.7% | +15.4% |
| 3M | -3.5% | +7.4% | -10.9% | -5.7% |
| 6M | -10.6% | +27.6% | -38.2% | -16.8% |
| YTD | -17.1% | +18.4% | -35.4% | -23.4% |
| 1Y | -24.3% | +9.5% | -33.8% | -30.6% |
| All | -24.3% | +10.6% | -34.8% | -30.6% |
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