+2.8%
RDW vs TAP
-13.1%
+15.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.7% |
| 7D | +3.6% | -5.1% | +8.7% | +3.8% |
| 30D | -18.4% | -8.4% | -10.0% | -18.1% |
| 3M | -32.1% | -3.9% | -28.1% | -32.1% |
| 6M | +10.9% | -14.4% | +25.3% | +12.5% |
| YTD | +40.8% | -14.7% | +55.5% | +41.2% |
| 1Y | +31.1% | -18.7% | +49.8% | +32.7% |
| 3Y | +245.2% | -32.6% | +277.8% | +261.2% |
| 5Y | -16.7% | -1.4% | -15.3% | -16.0% |
| All | +2.8% | -13.1% | +15.9% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling