-40.4%
TOST vs RACE
+65.1%
-105.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +1.0% |
| 7D | +11.6% | +5.7% | +6.0% | +7.5% |
| 30D | +16.2% | +9.3% | +6.9% | +9.5% |
| 3M | +1.0% | +3.8% | -2.8% | -1.8% |
| 6M | +23.2% | +29.8% | -6.6% | +1.6% |
| YTD | -1.0% | +15.6% | -16.6% | -13.0% |
| 1Y | -9.9% | +5.1% | -15.0% | -14.9% |
| 3Y | +101.0% | +30.8% | +70.2% | +27.0% |
| 5Y | -40.4% | +67.4% | -107.8% | -73.4% |
| All | -40.4% | +65.1% | -105.5% | -73.4% |
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