-25.0%
TRU vs RACE
+69.7%
-94.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +4.6% | +0.2% | +4.3% | +4.5% |
| 30D | +25.4% | +6.6% | +18.8% | +21.4% |
| 3M | +4.0% | +2.2% | +1.7% | +2.8% |
| 6M | +14.5% | +22.4% | -7.9% | +2.5% |
| YTD | -3.7% | +13.8% | -17.5% | -11.2% |
| 1Y | +2.8% | +2.2% | +0.6% | +0.4% |
| 3Y | +58.5% | +25.6% | +32.9% | +25.8% |
| 5Y | -25.0% | +71.0% | -96.0% | -53.9% |
| All | -25.0% | +69.7% | -94.7% | -53.9% |
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