-45.7%
TOST vs RACE
+98.8%
-144.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.4% |
| 7D | -3.4% | -2.5% | -0.9% | -1.7% |
| 30D | -2.4% | +0.8% | -3.2% | -3.3% |
| 3M | +34.6% | +17.2% | +17.5% | +19.7% |
| 6M | +15.2% | +13.6% | +1.6% | +3.7% |
| YTD | -4.4% | +12.2% | -16.6% | -14.4% |
| 1Y | -17.4% | -16.3% | -1.2% | -8.9% |
| 3Y | +54.5% | +36.4% | +18.0% | -10.0% |
| All | -45.7% | +98.8% | -144.5% | -81.1% |
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 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