+326.1%
TPR vs RACE
+818.0%
-491.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.1% |
| 7D | -2.3% | -2.5% | +0.2% | -1.0% |
| 30D | -23.0% | +0.8% | -23.7% | -23.6% |
| 3M | -12.5% | +17.2% | -29.6% | -20.4% |
| 6M | -21.4% | +13.6% | -35.0% | -27.7% |
| YTD | -3.5% | +12.2% | -15.7% | -11.4% |
| 1Y | +17.4% | -16.3% | +33.6% | +25.8% |
| 3Y | +291.3% | +36.4% | +254.8% | +190.0% |
| 5Y | +241.9% | +95.0% | +146.9% | +96.2% |
| All | +326.1% | +818.0% | -491.8% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling