+127.9%
TT vs RACE
+65.0%
+62.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.9% |
| 7D | -2.0% | +5.1% | -7.1% | -3.8% |
| 30D | -14.0% | +7.7% | -21.7% | -16.4% |
| 3M | -15.9% | +2.2% | -18.0% | -16.8% |
| 6M | -17.3% | +23.8% | -41.1% | -24.7% |
| YTD | +4.0% | +13.9% | -9.9% | -2.7% |
| 1Y | -7.1% | +3.8% | -10.9% | -9.8% |
| 3Y | +90.2% | +28.0% | +62.2% | +54.7% |
| All | +127.9% | +65.0% | +62.9% | +50.2% |
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