+119.8%
TXT vs RACE
+658.9%
-539.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | -2.5% | +5.1% | -7.6% | -4.6% |
| 30D | +14.4% | +7.7% | +6.7% | +10.8% |
| 3M | -4.9% | +2.2% | -7.1% | -6.1% |
| 6M | -10.2% | +23.8% | -34.0% | -18.8% |
| YTD | -4.1% | +13.9% | -18.0% | -10.8% |
| 1Y | +4.0% | +3.8% | +0.2% | +0.5% |
| 3Y | +8.0% | +28.0% | -20.1% | -10.4% |
| 5Y | +8.4% | +64.9% | -56.5% | -22.4% |
| 10Y | +116.6% | +780.4% | -663.7% | -16.3% |
| All | +119.8% | +658.9% | -539.1% | -22.2% |
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