+1,007.6%
TT vs RACE
+670.3%
+337.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.5% |
| 7D | -9.0% | +5.7% | -14.6% | -10.8% |
| 30D | -17.6% | +9.3% | -26.9% | -20.4% |
| 3M | -18.7% | +3.8% | -22.5% | -20.1% |
| 6M | -17.4% | +29.8% | -47.2% | -26.0% |
| YTD | +1.5% | +15.6% | -14.1% | -5.5% |
| 1Y | -9.4% | +5.1% | -14.5% | -12.6% |
| 3Y | +85.1% | +30.8% | +54.3% | +57.1% |
| 5Y | +125.7% | +67.4% | +58.3% | +69.6% |
| 10Y | +757.3% | +793.6% | -36.3% | +252.5% |
| All | +1,007.6% | +670.3% | +337.3% | +323.8% |
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