-17.3%
TRU vs RACE
-14.8%
-2.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -6.5% | -2.6% | -3.8% | -5.6% |
| 30D | -2.5% | -1.1% | -1.4% | -2.1% |
| 3M | +10.4% | +12.5% | -2.2% | +6.6% |
| 6M | +1.6% | +17.4% | -15.8% | -3.4% |
| YTD | -9.7% | +10.1% | -19.8% | -13.9% |
| 1Y | -17.3% | -15.1% | -2.1% | -22.4% |
| All | -17.3% | -14.8% | -2.5% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling