+228.4%
TRMB vs RACE
+647.6%
-419.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.1% |
| 7D | -2.5% | -2.5% | 0.0% | -1.3% |
| 30D | +1.5% | +0.8% | +0.7% | +1.1% |
| 3M | +6.8% | +17.2% | -10.4% | -1.6% |
| 6M | -14.9% | +13.6% | -28.5% | -20.9% |
| YTD | -24.1% | +12.2% | -36.3% | -29.5% |
| 1Y | -25.4% | -16.3% | -9.1% | -20.7% |
| 3Y | +8.0% | +36.4% | -28.4% | -15.0% |
| 5Y | -37.3% | +95.0% | -132.3% | -59.6% |
| 10Y | +116.8% | +813.2% | -696.4% | -21.4% |
| All | +228.4% | +647.6% | -419.2% | +16.2% |
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