+15.3%
TMO vs RACE
+68.9%
-53.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.6% | -3.9% | +5.5% | +2.9% |
| 30D | +8.4% | +6.8% | +1.6% | +6.1% |
| 3M | +18.7% | +1.3% | +17.4% | +18.1% |
| 6M | +58.9% | +26.3% | +32.6% | +46.6% |
| YTD | +24.2% | +13.8% | +10.4% | +17.9% |
| 1Y | +22.8% | -0.5% | +23.3% | +21.8% |
| 3Y | +61.6% | +25.6% | +36.0% | +37.9% |
| 5Y | +15.3% | +67.6% | -52.3% | -22.1% |
| All | +15.3% | +68.9% | -53.6% | -22.1% |
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