+25.7%
RDW vs TPG
-16.9%
+42.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -3.2% |
| 7D | +0.9% | -9.4% | +10.3% | +6.5% |
| 30D | -21.3% | -5.3% | -16.0% | -19.6% |
| 3M | -37.9% | +12.9% | -50.8% | -43.3% |
| 6M | +12.3% | +20.1% | -7.8% | -1.6% |
| YTD | +39.7% | -22.5% | +62.2% | +73.7% |
| 1Y | +25.7% | -19.7% | +45.4% | +52.5% |
| All | +25.7% | -16.9% | +42.6% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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