+103.2%
TOST vs RACE
+28.1%
+75.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +9.4% | +5.1% | +4.4% | +7.5% |
| 30D | +13.5% | +7.7% | +5.8% | +10.6% |
| 3M | -0.1% | +2.2% | -2.3% | -1.0% |
| 6M | +22.5% | +23.8% | -1.3% | +13.4% |
| YTD | -2.4% | +13.9% | -16.3% | -7.8% |
| 1Y | -4.7% | +3.8% | -8.5% | -7.0% |
| 3Y | +103.2% | +28.0% | +75.2% | +63.1% |
| All | +103.2% | +28.1% | +75.1% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling