+379.4%
TTD vs RACE
+812.3%
-432.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.0% |
| 7D | +6.3% | -2.5% | +8.9% | +8.3% |
| 30D | -23.9% | +0.8% | -24.7% | -24.6% |
| 3M | -31.4% | +17.2% | -48.5% | -39.4% |
| 6M | -42.7% | +13.6% | -56.3% | -49.2% |
| YTD | -62.0% | +12.2% | -74.2% | -66.3% |
| 1Y | -72.2% | -16.3% | -55.9% | -69.9% |
| 3Y | -81.9% | +36.4% | -118.4% | -87.9% |
| 5Y | -81.5% | +95.0% | -176.5% | -90.7% |
| All | +379.4% | +812.3% | -432.9% | +18.1% |
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 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