-17.8%
TRI vs RACE
+39.3%
-57.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.3% |
| 7D | -7.1% | -1.0% | -6.0% | -6.8% |
| 30D | -2.3% | -1.5% | -0.8% | -2.0% |
| 3M | +19.6% | +15.5% | +4.1% | +16.1% |
| 6M | -8.7% | +17.3% | -26.0% | -11.8% |
| YTD | -22.3% | +11.1% | -33.4% | -24.4% |
| 1Y | -40.7% | -14.3% | -26.4% | -39.6% |
| 3Y | -17.8% | +40.2% | -57.9% | -31.5% |
| All | -17.8% | +39.3% | -57.0% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling