-84.3%
TMF vs RACE
+740.1%
-824.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | +1.2% | +5.1% | -3.9% | +1.3% |
| 30D | +19.7% | +7.7% | +12.0% | +19.9% |
| 3M | -2.1% | +2.2% | -4.3% | -2.1% |
| 6M | -13.4% | +23.8% | -37.2% | -12.9% |
| YTD | -16.7% | +13.9% | -30.6% | -16.6% |
| 1Y | -23.3% | +3.8% | -27.1% | -23.6% |
| 3Y | -24.8% | +28.0% | -52.9% | -22.8% |
| 5Y | -88.0% | +64.9% | -153.0% | -87.5% |
| All | -84.3% | +740.1% | -824.4% | -80.2% |
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