+230.8%
RDW vs TD
+127.3%
+103.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -3.2% |
| 7D | +0.9% | -0.5% | +1.4% | +1.5% |
| 30D | -21.3% | -1.9% | -19.4% | -19.3% |
| 3M | -37.9% | +4.8% | -42.6% | -42.1% |
| 6M | +12.3% | +28.0% | -15.7% | -17.5% |
| YTD | +39.7% | +30.3% | +9.4% | +2.2% |
| 1Y | +25.7% | +59.8% | -34.1% | -24.9% |
| 3Y | +230.8% | +124.7% | +106.1% | +42.6% |
| All | +230.8% | +127.3% | +103.5% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling