+28.3%
RDW vs TEM
-15.5%
+43.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -3.1% | +0.9% | -4.0% | -3.6% |
| 30D | -1.8% | +38.4% | -40.1% | -20.9% |
| 3M | -50.9% | +23.7% | -74.5% | -58.2% |
| 6M | +13.5% | +26.0% | -12.5% | -7.0% |
| YTD | +38.6% | +9.4% | +29.1% | +25.3% |
| 1Y | +28.3% | -17.3% | +45.5% | +35.0% |
| All | +28.3% | -15.5% | +43.8% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling