+225.1%
TRI vs RACE
+647.6%
-422.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.9% |
| 7D | -0.5% | -2.5% | +2.0% | +0.2% |
| 30D | +7.9% | +0.8% | +7.1% | +7.7% |
| 3M | +24.1% | +17.2% | +6.9% | +18.8% |
| 6M | +3.8% | +13.6% | -9.8% | -0.2% |
| YTD | -16.9% | +12.2% | -29.1% | -20.0% |
| 1Y | -38.4% | -16.3% | -22.1% | -36.3% |
| 3Y | -12.2% | +36.4% | -48.7% | -22.6% |
| 5Y | -1.8% | +95.0% | -96.8% | -23.3% |
| 10Y | +207.6% | +813.2% | -605.6% | +62.9% |
| All | +225.1% | +647.6% | -422.5% | +65.4% |
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