-81.3%
TMF vs RACE
+647.6%
-728.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.2% |
| 7D | -1.4% | -2.5% | +1.1% | -1.6% |
| 30D | -2.8% | +0.8% | -3.6% | -2.8% |
| 3M | -10.9% | +17.2% | -28.1% | -9.9% |
| 6M | -21.3% | +13.6% | -34.9% | -20.7% |
| YTD | -15.9% | +12.2% | -28.1% | -15.2% |
| 1Y | -15.7% | -16.3% | +0.5% | -17.4% |
| 3Y | -43.4% | +36.4% | -79.8% | -40.4% |
| 5Y | -87.8% | +95.0% | -182.7% | -86.1% |
| 10Y | -86.7% | +813.2% | -900.0% | -74.7% |
| All | -81.3% | +647.6% | -728.9% | -62.3% |
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 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