+527.9%
TTD vs RACE
+741.5%
-213.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +20.8% | -3.9% | +24.6% | +24.3% |
| 30D | +33.8% | +6.8% | +27.0% | +27.9% |
| 3M | +17.8% | +1.3% | +16.5% | +16.6% |
| 6M | -25.7% | +26.3% | -52.0% | -38.5% |
| YTD | -57.9% | +13.8% | -71.7% | -63.1% |
| 1Y | -63.8% | -0.5% | -63.4% | -65.0% |
| 3Y | -75.0% | +25.6% | -100.7% | -82.0% |
| 5Y | -82.5% | +67.6% | -150.1% | -90.2% |
| 10Y | +527.9% | +724.7% | -196.8% | +80.7% |
| All | +527.9% | +741.5% | -213.6% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling