+230.8%
RDW vs TDY
+46.9%
+184.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -4.0% |
| 7D | +0.9% | -1.1% | +2.0% | +2.4% |
| 30D | -21.3% | -12.0% | -9.2% | -5.8% |
| 3M | -37.9% | -3.2% | -34.7% | -34.2% |
| 6M | +12.3% | -7.9% | +20.1% | +29.4% |
| YTD | +39.7% | +18.2% | +21.5% | +19.1% |
| 1Y | +25.7% | +6.7% | +19.0% | +22.4% |
| 3Y | +230.8% | +47.5% | +183.3% | +157.0% |
| All | +230.8% | +46.9% | +184.0% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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