+16.9%
TSN vs RACE
+741.5%
-724.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.3% | -3.9% | +3.6% | +0.4% |
| 30D | +11.8% | +6.8% | +4.9% | +10.4% |
| 3M | +7.1% | +1.3% | +5.7% | +6.7% |
| 6M | -9.2% | +26.3% | -35.4% | -13.2% |
| YTD | +4.8% | +13.8% | -9.0% | +1.6% |
| 1Y | +11.6% | -0.5% | +12.1% | +11.0% |
| 3Y | +41.5% | +25.6% | +15.9% | +30.7% |
| 5Y | -15.5% | +67.6% | -83.2% | -28.2% |
| 10Y | +16.9% | +724.7% | -707.8% | -24.3% |
| All | +16.9% | +741.5% | -724.7% | -24.3% |
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