-6.1%
RDW vs TPR
+229.3%
-235.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -3.7% |
| 7D | +0.9% | -3.0% | +3.8% | +2.6% |
| 30D | -21.3% | -22.6% | +1.4% | -8.9% |
| 3M | -37.9% | -18.2% | -19.7% | -31.7% |
| 6M | +12.3% | -18.0% | +30.2% | +22.6% |
| YTD | +39.7% | -6.4% | +46.1% | +37.7% |
| 1Y | +25.7% | +12.3% | +13.4% | +10.6% |
| 3Y | +230.8% | +298.7% | -67.8% | +36.0% |
| All | -6.1% | +229.3% | -235.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling