+45.8%
TSN vs RACE
+647.6%
-601.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.4% |
| 7D | -6.3% | -2.5% | -3.8% | -6.0% |
| 30D | -10.8% | +0.8% | -11.6% | -11.0% |
| 3M | -8.8% | +17.2% | -25.9% | -11.2% |
| 6M | -16.8% | +13.6% | -30.4% | -18.8% |
| YTD | -10.0% | +12.2% | -22.2% | -12.2% |
| 1Y | -5.3% | -16.3% | +11.0% | -3.3% |
| 3Y | +8.5% | +36.4% | -27.9% | -0.1% |
| 5Y | -22.9% | +95.0% | -117.9% | -34.6% |
| 10Y | -12.6% | +813.2% | -825.9% | -35.9% |
| All | +45.8% | +647.6% | -601.8% | +6.7% |
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