+6.9%
TMO vs RACE
+90.9%
-84.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | -2.5% | -2.2% | -0.2% | -1.8% |
| 30D | -0.3% | -0.4% | +0.1% | -0.2% |
| 3M | +25.3% | +17.9% | +7.3% | +18.5% |
| 6M | +20.9% | +19.3% | +1.6% | +13.7% |
| YTD | +4.3% | +11.9% | -7.5% | -0.3% |
| 1Y | +27.0% | -12.7% | +39.8% | +30.7% |
| 3Y | +17.5% | +41.1% | -23.6% | -4.7% |
| 5Y | +6.9% | +94.1% | -87.1% | -27.6% |
| All | +6.9% | +90.9% | -84.0% | -27.6% |
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