+2.0%
RDW vs TRI
+37.5%
-35.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.7% |
| 7D | +0.9% | -7.9% | +8.7% | +2.8% |
| 30D | -21.3% | -4.5% | -16.8% | -20.9% |
| 3M | -37.9% | +22.1% | -60.0% | -44.0% |
| 6M | +12.3% | -2.8% | +15.0% | +9.9% |
| YTD | +39.7% | -23.4% | +63.1% | +57.6% |
| 1Y | +25.7% | -41.5% | +67.2% | +72.9% |
| 3Y | +230.8% | -19.2% | +250.0% | +243.5% |
| 5Y | -8.8% | -9.4% | +0.6% | -20.1% |
| All | +2.0% | +37.5% | -35.5% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling