+2.0%
RDW vs TDY
+56.4%
-54.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -3.6% |
| 7D | +0.9% | -1.1% | +2.0% | +2.0% |
| 30D | -21.3% | -12.0% | -9.2% | -10.0% |
| 3M | -37.9% | -3.2% | -34.7% | -35.0% |
| 6M | +12.3% | -7.9% | +20.1% | +25.5% |
| YTD | +39.7% | +18.2% | +21.5% | +25.2% |
| 1Y | +25.7% | +6.7% | +19.0% | +24.7% |
| 3Y | +230.8% | +47.5% | +183.3% | +161.5% |
| 5Y | -8.8% | +39.5% | -48.3% | -26.0% |
| All | +2.0% | +56.4% | -54.4% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling