+88.3%
TNA vs RACE
+658.2%
-569.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.6% |
| 7D | -2.1% | -3.9% | +1.7% | +2.6% |
| 30D | +3.1% | +6.8% | -3.7% | -3.9% |
| 3M | -20.2% | +1.3% | -21.5% | -21.6% |
| 6M | -10.0% | +26.3% | -36.3% | -32.3% |
| YTD | +30.3% | +13.8% | +16.5% | +7.3% |
| 1Y | +31.1% | -0.5% | +31.6% | +26.2% |
| 3Y | +149.4% | +25.6% | +123.7% | +62.6% |
| 5Y | -42.5% | +67.6% | -110.1% | -71.7% |
| 10Y | +46.7% | +724.7% | -678.0% | -80.6% |
| All | +88.3% | +658.2% | -569.9% | -78.3% |
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