+258.4%
TPR vs RACE
+65.1%
+193.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.4% | +8.2% |
| 7D | +13.9% | +5.7% | +8.2% | +10.8% |
| 30D | +14.9% | +9.3% | +5.6% | +10.2% |
| 3M | -15.4% | +3.8% | -19.2% | -17.3% |
| 6M | -4.5% | +29.8% | -34.3% | -16.6% |
| YTD | +6.0% | +15.6% | -9.6% | -2.9% |
| 1Y | +24.3% | +5.1% | +19.3% | +19.2% |
| 3Y | +412.8% | +30.8% | +382.0% | +287.7% |
| 5Y | +258.4% | +67.4% | +191.0% | +102.9% |
| All | +258.4% | +65.1% | +193.4% | +102.9% |
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