+2,419.1%
TSM vs RACE
+647.6%
+1,771.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.7% |
| 7D | +2.7% | -2.5% | +5.2% | +3.8% |
| 30D | +3.6% | +0.8% | +2.8% | +3.1% |
| 3M | -3.4% | +17.2% | -20.5% | -10.3% |
| 6M | +20.6% | +13.6% | +7.0% | +13.1% |
| YTD | +41.9% | +12.2% | +29.7% | +33.2% |
| 1Y | +84.4% | -16.3% | +100.6% | +94.7% |
| 3Y | +380.2% | +36.4% | +343.8% | +295.5% |
| 5Y | +275.3% | +95.0% | +180.4% | +160.0% |
| 10Y | +1,751.4% | +813.2% | +938.1% | +673.4% |
| All | +2,419.1% | +647.6% | +1,771.5% | +953.4% |
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