-39.8%
TRMB vs RACE
+67.5%
-107.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.1% |
| 7D | -17.9% | +5.7% | -23.6% | -20.4% |
| 30D | -12.0% | +9.3% | -21.3% | -16.0% |
| 3M | -8.4% | +3.8% | -12.3% | -10.7% |
| 6M | -21.5% | +29.8% | -51.3% | -31.9% |
| YTD | -31.5% | +15.6% | -47.2% | -37.7% |
| 1Y | -33.4% | +5.1% | -38.5% | -36.4% |
| 3Y | +26.5% | +30.8% | -4.3% | -5.1% |
| All | -39.8% | +67.5% | -107.4% | -64.6% |
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