-6.1%
RDW vs TCOM
+29.4%
-35.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +0.9% | -4.9% | +5.8% | +2.2% |
| 30D | -21.3% | -14.4% | -6.9% | -18.1% |
| 3M | -37.9% | -17.7% | -20.2% | -34.9% |
| 6M | +12.3% | -25.1% | +37.4% | +20.5% |
| YTD | +39.7% | -45.7% | +85.5% | +62.1% |
| 1Y | +25.7% | -47.9% | +73.5% | +47.4% |
| 3Y | +230.8% | +8.9% | +221.9% | +208.3% |
| All | -6.1% | +29.4% | -35.5% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 5y: compounded portfolio wealth divided by compounded TCOM 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…
5y analysis · Full analysis span regression · 6 months rolling