-19.2%
TNA vs RACE
+92.4%
-111.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.3% |
| 7D | +4.1% | -1.0% | +5.1% | +5.2% |
| 30D | -7.6% | -1.5% | -6.1% | -6.4% |
| 3M | +8.1% | +15.5% | -7.4% | -8.7% |
| 6M | +49.0% | +17.3% | +31.7% | +22.9% |
| YTD | +51.7% | +11.1% | +40.6% | +29.6% |
| 1Y | +59.6% | -14.3% | +73.9% | +79.2% |
| 3Y | +118.9% | +40.2% | +78.7% | +5.9% |
| 5Y | -19.2% | +92.6% | -111.7% | -74.0% |
| All | -19.2% | +92.4% | -111.6% | -74.0% |
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