+2.0%
RDW vs TCOM
+18.4%
-16.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +0.9% | -4.9% | +5.8% | +2.1% |
| 30D | -21.3% | -14.4% | -6.9% | -18.3% |
| 3M | -37.9% | -17.7% | -20.2% | -35.1% |
| 6M | +12.3% | -25.1% | +37.4% | +20.0% |
| YTD | +39.7% | -45.7% | +85.5% | +60.7% |
| 1Y | +25.7% | -47.9% | +73.5% | +46.0% |
| 3Y | +230.8% | +8.9% | +221.9% | +211.3% |
| 5Y | -8.8% | +26.9% | -35.6% | -23.9% |
| All | +2.0% | +18.4% | -16.3% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling