+7.9%
RDW vs TPR
+288.2%
-280.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.7% | +10.4% | +8.8% |
| 7D | +9.5% | -3.4% | +12.8% | +11.4% |
| 30D | -17.4% | -27.3% | +9.9% | -2.2% |
| 3M | -39.5% | -16.2% | -23.3% | -35.1% |
| 6M | +31.3% | -17.9% | +49.2% | +42.4% |
| YTD | +47.8% | -7.1% | +54.9% | +47.1% |
| 1Y | +33.8% | +13.6% | +20.2% | +19.1% |
| 3Y | +262.3% | +293.7% | -31.5% | +70.4% |
| 5Y | -5.7% | +239.1% | -244.8% | -54.7% |
| All | +7.9% | +288.2% | -280.3% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling