-9.9%
TOST vs RACE
+5.8%
-15.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.3% |
| 7D | +11.6% | +5.7% | +6.0% | +9.3% |
| 30D | +16.2% | +9.3% | +6.9% | +12.4% |
| 3M | +1.0% | +3.8% | -2.8% | -0.7% |
| 6M | +23.2% | +29.8% | -6.6% | +12.7% |
| YTD | -1.0% | +15.6% | -16.6% | -8.9% |
| 1Y | -9.9% | +5.1% | -15.0% | -10.7% |
| All | -9.9% | +5.8% | -15.7% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling