+43.5%
TSM vs RACE
+0.7%
+42.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.2% | +4.3% |
| 7D | +4.4% | -3.9% | +8.3% | +5.9% |
| 30D | -7.0% | +6.8% | -13.8% | -9.1% |
| 3M | -1.8% | +1.3% | -3.1% | -2.3% |
| 6M | +2.7% | +26.3% | -23.6% | -6.6% |
| YTD | +37.1% | +13.8% | +23.3% | +27.8% |
| 1Y | +43.5% | -0.5% | +43.9% | +31.2% |
| All | +43.5% | +0.7% | +42.8% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling