+240.4%
TPR vs RACE
+93.6%
+146.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.9% |
| 7D | -2.3% | -2.5% | +0.2% | -1.2% |
| 30D | -23.0% | +0.8% | -23.7% | -23.5% |
| 3M | -12.5% | +17.2% | -29.6% | -19.4% |
| 6M | -21.4% | +13.6% | -35.0% | -26.9% |
| YTD | -3.5% | +12.2% | -15.7% | -10.3% |
| 1Y | +17.4% | -16.3% | +33.6% | +25.6% |
| 3Y | +291.3% | +36.4% | +254.8% | +182.8% |
| All | +240.4% | +93.6% | +146.8% | +75.7% |
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