+62.8%
TMO vs RACE
+26.1%
+36.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.6% | -3.9% | +5.5% | +2.5% |
| 30D | +8.4% | +6.8% | +1.6% | +6.9% |
| 3M | +18.7% | +1.3% | +17.4% | +18.3% |
| 6M | +58.9% | +26.3% | +32.6% | +50.7% |
| YTD | +24.2% | +13.8% | +10.4% | +20.0% |
| 1Y | +22.8% | -0.5% | +23.3% | +21.8% |
| All | +62.8% | +26.1% | +36.7% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling