+429.1%
TTMI vs RACE
+24.7%
+404.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.2% |
| 7D | +11.4% | -1.2% | +12.6% | +11.7% |
| 30D | -28.3% | +6.1% | -34.4% | -29.4% |
| 3M | -46.7% | -0.3% | -46.4% | -46.7% |
| 6M | -56.1% | +23.4% | -79.5% | -59.1% |
| YTD | +7.4% | +12.5% | -5.2% | +1.8% |
| 1Y | +17.4% | -0.5% | +17.9% | +16.8% |
| 3Y | +429.1% | +23.6% | +405.5% | +368.6% |
| All | +429.1% | +24.7% | +404.4% | +368.6% |
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 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