+11.1%
RDW vs TRI
-22.4%
+33.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.4% | -11.3% | -3.4% |
| 7D | -14.3% | +1.0% | -15.3% | -13.8% |
| 30D | -26.0% | +20.8% | -46.7% | -22.7% |
| 3M | -27.4% | +8.1% | -35.5% | -25.5% |
| 6M | -10.6% | +24.2% | -34.8% | -1.2% |
| YTD | +1.6% | -7.8% | +9.4% | +19.4% |
| 1Y | +11.1% | -16.7% | +27.7% | +51.6% |
| All | +11.1% | -22.4% | +33.5% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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