+366.4%
TTMI vs RACE
+65.0%
+301.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.5% | +8.4% | +7.4% |
| 7D | -19.8% | +5.1% | -24.9% | -21.4% |
| 30D | -48.1% | +7.7% | -55.8% | -49.7% |
| 3M | -51.2% | +2.2% | -53.4% | -51.9% |
| 6M | -59.6% | +23.8% | -83.4% | -63.6% |
| YTD | -3.6% | +13.9% | -17.5% | -11.2% |
| 1Y | -2.3% | +3.8% | -6.1% | -5.9% |
| 3Y | +369.4% | +28.0% | +341.3% | +283.3% |
| All | +366.4% | +65.0% | +301.4% | +205.4% |
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