+464.6%
TTD vs RACE
+740.1%
-275.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +2.0% |
| 7D | +5.2% | +5.1% | +0.1% | +1.5% |
| 30D | +6.9% | +7.7% | -0.7% | +1.5% |
| 3M | -26.8% | +2.2% | -29.0% | -28.2% |
| 6M | -46.1% | +23.8% | -69.9% | -54.7% |
| YTD | -65.9% | +13.9% | -79.8% | -70.2% |
| 1Y | -71.8% | +3.8% | -75.6% | -73.6% |
| 3Y | -83.3% | +28.0% | -111.3% | -88.2% |
| 5Y | -81.1% | +64.9% | -146.1% | -89.3% |
| All | +464.6% | +740.1% | -275.4% | +51.1% |
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