-97.6%
TSLQ vs RACE
+129.1%
-226.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.7% | -11.7% | -10.5% |
| 7D | +8.5% | +3.9% | +4.6% | +12.4% |
| 30D | -4.8% | +7.4% | -12.2% | +1.6% |
| 3M | -34.9% | +1.6% | -36.5% | -33.0% |
| 6M | -10.6% | +23.3% | -33.9% | +11.9% |
| YTD | -13.4% | +14.7% | -28.0% | +4.3% |
| 1Y | -25.9% | +2.5% | -28.4% | -19.7% |
| 3Y | -96.9% | +28.0% | -124.9% | -94.7% |
| All | -97.6% | +129.1% | -226.7% | -90.0% |
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