+11.1%
RDW vs TAP
+4.4%
+6.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -8.0% | -2.6% |
| 7D | -14.3% | +9.9% | -24.3% | -7.0% |
| 30D | -26.0% | +18.1% | -44.1% | -14.9% |
| 3M | -27.4% | +3.2% | -30.6% | -24.7% |
| 6M | -10.6% | +8.4% | -19.1% | -0.5% |
| YTD | +1.6% | -4.4% | +6.0% | +0.8% |
| 1Y | +11.1% | +3.2% | +7.8% | -0.8% |
| All | +11.1% | +4.4% | +6.7% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling