+17.8%
RDW vs TEM
+12.1%
+5.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +3.2% |
| 7D | +4.8% | -9.2% | +14.0% | +8.8% |
| 30D | -19.5% | +5.5% | -25.0% | -22.3% |
| 3M | -26.9% | +18.7% | -45.6% | -35.3% |
| 6M | +17.8% | +15.4% | +2.4% | +7.0% |
| All | +17.8% | +12.1% | +5.6% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling