-82.5%
TTD vs RACE
+68.9%
-151.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +20.8% | -3.9% | +24.6% | +24.2% |
| 30D | +33.8% | +6.8% | +27.0% | +28.0% |
| 3M | +17.8% | +1.3% | +16.5% | +16.6% |
| 6M | -25.7% | +26.3% | -52.0% | -38.4% |
| YTD | -57.9% | +13.8% | -71.7% | -63.0% |
| 1Y | -63.8% | -0.5% | -63.4% | -64.6% |
| 3Y | -75.0% | +25.6% | -100.7% | -84.0% |
| 5Y | -82.5% | +67.6% | -150.1% | -93.0% |
| All | -82.5% | +68.9% | -151.4% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling