+2,111.0%
TSM vs RACE
+658.9%
+1,452.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +7.0% |
| 7D | -7.6% | +5.1% | -12.6% | -9.6% |
| 30D | -20.5% | +7.7% | -28.2% | -23.2% |
| 3M | -10.0% | +2.2% | -12.2% | -11.2% |
| 6M | -10.1% | +23.8% | -33.8% | -18.9% |
| YTD | +24.5% | +13.9% | +10.6% | +15.9% |
| 1Y | +31.2% | +3.8% | +27.4% | +26.9% |
| 3Y | +322.0% | +28.0% | +293.9% | +257.7% |
| 5Y | +245.3% | +64.9% | +180.3% | +155.8% |
| 10Y | +1,465.8% | +780.4% | +685.5% | +556.7% |
| All | +2,111.0% | +658.9% | +1,452.1% | +816.2% |
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 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