+250.9%
TRU vs RACE
+639.5%
-388.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | 0.0% |
| 7D | -2.2% | -4.0% | +1.8% | -0.3% |
| 30D | +20.2% | +3.5% | +16.6% | +18.4% |
| 3M | +2.2% | -0.4% | +2.7% | +2.5% |
| 6M | +17.6% | +23.2% | -5.6% | +6.4% |
| YTD | -5.0% | +11.0% | -15.9% | -10.4% |
| 1Y | -1.0% | -2.2% | +1.3% | -1.0% |
| 3Y | +56.5% | +22.5% | +34.0% | +35.2% |
| 5Y | -26.2% | +63.2% | -89.4% | -45.2% |
| 10Y | +184.5% | +704.3% | -519.8% | +18.0% |
| All | +250.9% | +639.5% | -388.6% | +24.5% |
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 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