+21.0%
TMO vs RACE
-2.3%
+23.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -2.0% |
| 7D | +3.3% | -4.0% | +7.3% | +4.3% |
| 30D | +5.5% | +3.5% | +1.9% | +4.7% |
| 3M | +16.1% | -0.4% | +16.5% | +16.2% |
| 6M | +52.6% | +23.2% | +29.4% | +45.1% |
| YTD | +21.0% | +11.0% | +10.1% | +17.6% |
| All | +21.0% | -2.3% | +23.3% | +20.4% |
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