+398.5%
TMO vs RACE
+647.6%
-249.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.1% |
| 7D | -1.4% | -2.5% | +1.2% | -0.5% |
| 30D | +6.2% | +0.8% | +5.4% | +5.9% |
| 3M | +27.5% | +17.2% | +10.3% | +20.5% |
| 6M | +20.0% | +13.6% | +6.4% | +14.2% |
| YTD | +6.1% | +12.2% | -6.1% | +1.0% |
| 1Y | +25.8% | -16.3% | +42.1% | +31.2% |
| 3Y | +11.2% | +36.4% | -25.2% | -5.5% |
| 5Y | +9.6% | +95.0% | -85.4% | -19.9% |
| 10Y | +317.8% | +813.2% | -495.5% | +91.5% |
| All | +398.5% | +647.6% | -249.2% | +118.7% |
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 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