-15.2%
RDW vs TNA
+18.5%
-33.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -13.6% | -6.2% | -4.9% |
| 7D | -32.4% | -14.0% | -18.4% | -19.6% |
| 30D | -41.7% | -12.5% | -29.2% | -32.1% |
| 3M | -42.3% | -28.8% | -13.4% | -15.8% |
| 6M | -28.8% | -18.4% | -10.3% | -7.9% |
| YTD | -18.6% | +15.1% | -33.6% | -25.7% |
| 1Y | -15.2% | +14.7% | -29.9% | -21.7% |
| All | -15.2% | +18.5% | -33.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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