+172.6%
TTMI vs RACE
-16.2%
+188.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.9% | +10.8% | +9.0% |
| 7D | +5.9% | -2.5% | +8.4% | +6.0% |
| 30D | -4.3% | +0.8% | -5.1% | -4.4% |
| 3M | -32.0% | +17.2% | -49.2% | -33.5% |
| 6M | +19.5% | +13.6% | +5.9% | +15.4% |
| YTD | +82.0% | +12.2% | +69.8% | +77.4% |
| 1Y | +172.6% | -16.3% | +188.9% | +201.0% |
| All | +172.6% | -16.2% | +188.8% | +201.0% |
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 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