+325.6%
TTD vs RACE
+840.0%
-514.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -1.5% |
| 7D | -1.9% | +5.7% | -7.6% | -5.7% |
| 30D | +7.5% | +9.3% | -1.8% | +1.0% |
| 3M | -32.4% | +3.8% | -36.3% | -34.5% |
| 6M | -47.9% | +29.8% | -77.7% | -57.7% |
| YTD | -66.3% | +15.6% | -81.9% | -70.8% |
| 1Y | -73.1% | +5.1% | -78.2% | -75.1% |
| 3Y | -83.8% | +30.8% | -114.6% | -88.7% |
| 5Y | -81.3% | +67.4% | -148.7% | -89.4% |
| 10Y | +436.7% | +793.6% | -357.0% | +36.0% |
| All | +325.6% | +840.0% | -514.4% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling