+11.1%
RDW vs TEM
-11.1%
+22.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -3.5% |
| 7D | -14.3% | -1.3% | -13.0% | -14.0% |
| 30D | -26.0% | -9.5% | -16.5% | -23.3% |
| 3M | -27.4% | +60.7% | -88.1% | -49.5% |
| 6M | -10.6% | +35.5% | -46.1% | -31.5% |
| YTD | +1.6% | +28.0% | -26.5% | -19.1% |
| 1Y | +11.1% | -10.5% | +21.6% | +26.9% |
| All | +11.1% | -11.1% | +22.2% | +26.9% |
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