-39.5%
RDW vs TAP
+1.4%
-40.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.1% | +10.7% | +2.2% |
| 7D | +9.5% | -2.3% | +11.8% | +6.9% |
| 30D | -17.4% | -9.4% | -8.0% | -26.0% |
| 3M | -39.5% | -0.8% | -38.7% | -34.3% |
| All | -39.5% | +1.4% | -40.9% | -34.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling