+2.8%
RDW vs TMF
-89.1%
+91.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.1% | -4.6% |
| 7D | +3.6% | -0.9% | +4.5% | +3.6% |
| 30D | -18.4% | -1.0% | -17.5% | -18.4% |
| 3M | -32.1% | -11.3% | -20.8% | -31.7% |
| 6M | +10.9% | -22.7% | +33.6% | +11.9% |
| YTD | +40.8% | -17.3% | +58.1% | +41.8% |
| 1Y | +31.1% | -22.5% | +53.6% | +32.2% |
| 3Y | +245.2% | -43.2% | +288.4% | +245.5% |
| 5Y | -16.7% | -88.3% | +71.6% | -22.0% |
| All | +2.8% | -89.1% | +91.9% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling