+1,598.5%
TSM vs RACE
+740.2%
+858.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -12.5% | +6.6% | -19.2% | -15.2% |
| 3M | -5.0% | +2.2% | -7.2% | -6.4% |
| 6M | -3.2% | +22.4% | -25.6% | -12.9% |
| YTD | +31.5% | +13.8% | +17.7% | +21.7% |
| 1Y | +35.7% | +2.2% | +33.5% | +31.9% |
| 3Y | +323.5% | +25.6% | +297.9% | +255.7% |
| 5Y | +263.4% | +71.0% | +192.4% | +155.8% |
| 10Y | +1,598.5% | +739.1% | +859.4% | +565.7% |
| All | +1,598.5% | +740.2% | +858.3% | +565.7% |
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