+331.5%
RDW vs TLN
+589.3%
-257.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.8% | -3.7% |
| 7D | +3.6% | +5.8% | -2.3% | +0.6% |
| 30D | -18.4% | -6.9% | -11.6% | -15.5% |
| 3M | -32.1% | -10.9% | -21.2% | -28.8% |
| 6M | +10.9% | -4.6% | +15.5% | +12.2% |
| YTD | +40.8% | -14.7% | +55.5% | +48.6% |
| 1Y | +31.1% | -17.9% | +49.0% | +40.7% |
| 3Y | +245.2% | +483.9% | -238.7% | +108.8% |
| All | +331.5% | +589.3% | -257.9% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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