+233.5%
TRI vs RACE
+658.1%
-424.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +5.0% | +6.6% | -1.6% | +3.2% |
| 3M | +4.6% | +2.2% | +2.4% | +3.9% |
| 6M | +18.3% | +22.4% | -4.1% | +11.8% |
| YTD | -14.7% | +13.8% | -28.5% | -18.3% |
| 1Y | -16.7% | +2.2% | -18.9% | -17.9% |
| 3Y | -11.3% | +25.6% | -37.0% | -20.0% |
| 5Y | -0.6% | +71.0% | -71.6% | -19.4% |
| 10Y | +220.2% | +739.1% | -518.9% | +73.1% |
| All | +233.5% | +658.1% | -424.7% | +68.9% |
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 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