+125.7%
TT vs RACE
+65.1%
+60.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.6% |
| 7D | -9.0% | +5.7% | -14.6% | -10.8% |
| 30D | -17.6% | +9.3% | -26.9% | -20.3% |
| 3M | -18.7% | +3.8% | -22.5% | -20.0% |
| 6M | -17.4% | +29.8% | -47.2% | -26.1% |
| YTD | +1.5% | +15.6% | -14.1% | -5.5% |
| 1Y | -9.4% | +5.1% | -14.5% | -12.4% |
| 3Y | +85.1% | +30.8% | +54.3% | +49.3% |
| 5Y | +125.7% | +67.4% | +58.3% | +48.2% |
| All | +125.7% | +65.1% | +60.7% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling