+2.0%
RDW vs TT
+214.5%
-212.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.8% |
| 7D | +0.9% | -1.2% | +2.1% | +1.7% |
| 30D | -21.3% | -7.3% | -14.0% | -16.6% |
| 3M | -37.9% | -3.6% | -34.3% | -36.3% |
| 6M | +12.3% | +2.8% | +9.5% | +9.4% |
| YTD | +39.7% | +14.5% | +25.2% | +24.4% |
| 1Y | +25.7% | +7.4% | +18.3% | +17.5% |
| 3Y | +230.8% | +116.2% | +114.6% | +106.9% |
| 5Y | -8.8% | +147.4% | -156.1% | -51.4% |
| All | +2.0% | +214.5% | -212.5% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling