+2.0%
RDW vs TMF
-89.5%
+91.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | -5.1% | +5.9% | +1.1% |
| 30D | -21.3% | -4.6% | -16.7% | -21.1% |
| 3M | -37.9% | -16.6% | -21.3% | -37.3% |
| 6M | +12.3% | -19.9% | +32.1% | +13.3% |
| YTD | +39.7% | -20.2% | +59.9% | +41.0% |
| 1Y | +25.7% | -27.7% | +53.4% | +27.1% |
| 3Y | +230.8% | -43.9% | +274.8% | +231.7% |
| 5Y | -8.8% | -88.4% | +79.6% | -14.3% |
| All | +2.0% | -89.5% | +91.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling