-88.0%
TMF vs RACE
+65.1%
-153.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | +2.7% | +5.7% | -2.9% | +1.4% |
| 30D | +19.3% | +9.3% | +10.0% | +16.9% |
| 3M | -3.7% | +3.8% | -7.5% | -4.6% |
| 6M | -11.3% | +29.8% | -41.1% | -16.5% |
| YTD | -16.6% | +15.6% | -32.2% | -19.8% |
| 1Y | -21.1% | +5.1% | -26.2% | -22.8% |
| 3Y | -26.8% | +30.8% | -57.6% | -34.5% |
| 5Y | -88.0% | +67.4% | -155.4% | -90.7% |
| All | -88.0% | +65.1% | -153.1% | -90.7% |
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