+207.2%
TW vs RACE
+218.4%
-11.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | -2.3% | -2.5% | +0.2% | -1.6% |
| 30D | +3.9% | +0.8% | +3.2% | +3.6% |
| 3M | +5.7% | +17.2% | -11.5% | +0.3% |
| 6M | -14.5% | +13.6% | -28.1% | -18.6% |
| YTD | -0.9% | +12.2% | -13.1% | -5.6% |
| 1Y | -13.5% | -16.3% | +2.8% | -10.0% |
| 3Y | +25.0% | +36.4% | -11.5% | +3.6% |
| 5Y | +22.7% | +95.0% | -72.3% | -14.8% |
| All | +207.2% | +218.4% | -11.2% | +86.7% |
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