-23.3%
TMF vs RACE
+3.3%
-26.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | +1.2% | +5.1% | -3.9% | -0.3% |
| 30D | +19.7% | +7.7% | +12.0% | +17.1% |
| 3M | -2.1% | +2.2% | -4.3% | -3.0% |
| 6M | -13.4% | +23.8% | -37.2% | -18.9% |
| YTD | -16.7% | +13.9% | -30.6% | -22.2% |
| 1Y | -23.3% | +3.8% | -27.1% | -28.3% |
| All | -23.3% | +3.3% | -26.6% | -28.3% |
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