+15.0%
TSN vs RACE
+3.0%
+12.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.3% |
| 7D | +4.9% | +3.9% | +1.0% | +4.6% |
| 30D | +12.1% | +7.4% | +4.6% | +11.5% |
| 3M | +4.1% | +1.6% | +2.5% | +3.9% |
| 6M | -10.9% | +23.3% | -34.2% | -11.7% |
| YTD | +4.8% | +14.7% | -9.9% | +3.6% |
| All | +15.0% | +3.0% | +12.0% | +15.4% |
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 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