+469.1%
TMO vs RACE
+649.8%
-180.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +0.8% | -1.2% | +2.0% | +1.2% |
| 30D | +4.0% | +6.1% | -2.1% | +2.0% |
| 3M | +17.6% | -0.3% | +17.9% | +17.6% |
| 6M | +57.3% | +23.4% | +33.8% | +45.8% |
| YTD | +21.2% | +12.5% | +8.6% | +15.1% |
| 1Y | +21.1% | -0.5% | +21.6% | +19.8% |
| 3Y | +58.8% | +23.6% | +35.2% | +40.2% |
| 5Y | +11.8% | +65.4% | -53.6% | -13.4% |
| 10Y | +376.2% | +715.5% | -339.2% | +124.4% |
| All | +469.1% | +649.8% | -180.7% | +149.3% |
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