+143.3%
TRU vs RACE
+832.2%
-689.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.9% |
| 7D | -9.4% | -2.2% | -7.2% | -8.3% |
| 30D | -4.1% | -0.4% | -3.7% | -3.9% |
| 3M | +13.6% | +17.9% | -4.3% | +4.4% |
| 6M | +3.6% | +19.3% | -15.7% | -5.5% |
| YTD | -9.8% | +11.9% | -21.7% | -15.7% |
| 1Y | -13.6% | -12.7% | -0.9% | -9.9% |
| 3Y | -2.0% | +41.1% | -43.1% | -22.4% |
| 5Y | -35.8% | +94.1% | -129.9% | -57.4% |
| All | +143.3% | +832.2% | -689.0% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling