-75.3%
TTD vs RACE
+24.7%
-100.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.9% |
| 7D | +21.3% | -1.2% | +22.5% | +21.8% |
| 30D | +28.7% | +6.1% | +22.6% | +26.4% |
| 3M | +7.7% | -0.3% | +8.0% | +7.8% |
| 6M | -23.5% | +23.4% | -46.9% | -28.8% |
| YTD | -58.7% | +12.5% | -71.2% | -60.7% |
| 1Y | -63.4% | -0.5% | -63.0% | -63.6% |
| 3Y | -75.3% | +23.6% | -98.9% | -77.3% |
| All | -75.3% | +24.7% | -100.0% | -77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling