-64.4%
TTD vs RACE
+2.2%
-66.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.0% | +3.5% |
| 7D | +19.9% | +0.2% | +19.7% | +19.9% |
| 30D | +27.6% | +6.6% | +21.0% | +25.7% |
| 3M | +15.2% | +2.2% | +13.0% | +14.4% |
| 6M | -33.2% | +22.4% | -55.6% | -35.9% |
| YTD | -59.4% | +13.8% | -73.2% | -61.2% |
| 1Y | -64.4% | +2.2% | -66.6% | -63.6% |
| All | -64.4% | +2.2% | -66.6% | -63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling