+11.1%
RDW vs TPR
+20.9%
-9.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.5% | -6.4% |
| 7D | -14.3% | +12.6% | -27.0% | -18.8% |
| 30D | -26.0% | +7.1% | -33.1% | -28.4% |
| 3M | -27.4% | -19.4% | -8.0% | -20.3% |
| 6M | -10.6% | -9.7% | -0.9% | -9.4% |
| YTD | +1.6% | -1.0% | +2.6% | -5.5% |
| 1Y | +11.1% | +19.3% | -8.2% | -19.2% |
| All | +11.1% | +20.9% | -9.8% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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