+236.2%
TRI vs RACE
+649.8%
-413.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.3% |
| 7D | -2.9% | -1.2% | -1.7% | -2.6% |
| 30D | +3.7% | +6.1% | -2.4% | +2.0% |
| 3M | +3.7% | -0.3% | +4.0% | +3.7% |
| 6M | +35.1% | +23.4% | +11.7% | +27.4% |
| YTD | -14.0% | +12.5% | -26.5% | -17.4% |
| 1Y | -19.0% | -0.5% | -18.5% | -19.6% |
| 3Y | -12.0% | +23.6% | -35.6% | -20.2% |
| 5Y | +0.6% | +65.4% | -64.8% | -17.7% |
| 10Y | +225.4% | +715.5% | -490.0% | +77.1% |
| All | +236.2% | +649.8% | -413.5% | +70.7% |
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 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