+96.9%
TXT vs RACE
+818.0%
-721.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.5% |
| 7D | -4.8% | -2.5% | -2.3% | -3.7% |
| 30D | -10.6% | +0.8% | -11.4% | -11.1% |
| 3M | -13.2% | +17.2% | -30.3% | -19.6% |
| 6M | -20.3% | +13.6% | -33.9% | -25.6% |
| YTD | -9.3% | +12.2% | -21.5% | -15.3% |
| 1Y | -2.7% | -16.3% | +13.6% | +2.9% |
| 3Y | +1.4% | +36.4% | -35.1% | -20.3% |
| 5Y | +9.6% | +95.0% | -85.4% | -30.7% |
| All | +96.9% | +818.0% | -721.1% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling