+808.8%
TTMI vs RACE
+93.6%
+715.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.9% | +10.8% | +9.6% |
| 7D | +5.9% | -2.5% | +8.4% | +6.8% |
| 30D | -4.3% | +0.8% | -5.1% | -4.9% |
| 3M | -32.0% | +17.2% | -49.2% | -37.0% |
| 6M | +19.5% | +13.6% | +5.9% | +12.0% |
| YTD | +82.0% | +12.2% | +69.8% | +69.1% |
| 1Y | +172.6% | -16.3% | +188.9% | +189.5% |
| 3Y | +744.7% | +36.4% | +708.2% | +567.3% |
| All | +808.8% | +93.6% | +715.3% | +470.8% |
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