+1,979.4%
TSM vs RACE
+670.3%
+1,309.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.3% | -8.5% | -9.8% |
| 7D | -18.2% | +5.7% | -23.9% | -20.2% |
| 30D | -26.8% | +9.3% | -36.1% | -29.7% |
| 3M | -14.5% | +3.8% | -18.3% | -16.2% |
| 6M | -10.0% | +29.8% | -39.8% | -20.5% |
| YTD | +17.1% | +15.6% | +1.5% | +8.3% |
| 1Y | +21.5% | +5.1% | +16.5% | +17.0% |
| 3Y | +300.4% | +30.8% | +269.6% | +236.3% |
| 5Y | +224.7% | +67.4% | +157.3% | +139.2% |
| 10Y | +1,372.7% | +793.6% | +579.0% | +513.8% |
| All | +1,979.4% | +670.3% | +1,309.1% | +756.4% |
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