+11.1%
RDW vs TRGP
+89.5%
-78.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -5.6% |
| 7D | -14.3% | -6.5% | -7.9% | -15.1% |
| 30D | -26.0% | -0.4% | -25.5% | -25.4% |
| 3M | -27.4% | +8.8% | -36.2% | -24.9% |
| 6M | -10.6% | +11.0% | -21.7% | -8.4% |
| YTD | +1.6% | +57.4% | -55.8% | -9.1% |
| 1Y | +11.1% | +87.9% | -76.8% | +2.2% |
| All | +11.1% | +89.5% | -78.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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