-1.1%
TRU vs RACE
+39.3%
-40.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | -7.2% | -1.0% | -6.2% | -6.7% |
| 30D | -2.8% | -1.5% | -1.3% | -2.1% |
| 3M | +13.0% | +15.5% | -2.4% | +6.1% |
| 6M | +0.7% | +17.3% | -16.6% | -6.3% |
| YTD | -9.0% | +11.1% | -20.1% | -13.9% |
| 1Y | -16.3% | -14.3% | -2.0% | -12.5% |
| 3Y | -1.1% | +40.2% | -41.2% | -33.5% |
| All | -1.1% | +39.3% | -40.3% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling