+1,672.6%
TSM vs RACE
+717.8%
+954.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.7% |
| 7D | +14.8% | -4.0% | +18.8% | +17.0% |
| 30D | -8.9% | +3.5% | -12.5% | -10.5% |
| 3M | -5.3% | -0.4% | -4.8% | -5.5% |
| 6M | +2.6% | +23.2% | -20.6% | -8.0% |
| YTD | +34.5% | +11.0% | +23.5% | +26.0% |
| 1Y | +41.0% | -2.2% | +43.2% | +40.1% |
| 3Y | +333.1% | +22.5% | +310.6% | +268.2% |
| 5Y | +270.1% | +63.2% | +206.9% | +166.5% |
| All | +1,672.6% | +717.8% | +954.8% | +655.7% |
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