+2.0%
RDW vs TSEM
+657.9%
-655.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -3.1% |
| 7D | +0.9% | -4.9% | +5.7% | +3.1% |
| 30D | -21.3% | -18.7% | -2.5% | -13.6% |
| 3M | -37.9% | -18.1% | -19.7% | -33.7% |
| 6M | +12.3% | +77.1% | -64.8% | -19.1% |
| YTD | +39.7% | +80.1% | -40.4% | -0.7% |
| 1Y | +25.7% | +220.4% | -194.7% | -33.2% |
| 3Y | +230.8% | +650.1% | -419.2% | +25.3% |
| 5Y | -8.8% | +628.9% | -637.6% | -63.3% |
| All | +2.0% | +657.9% | -655.8% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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