+2.8%
RDW vs TT
+215.7%
-212.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.4% |
| 7D | +3.6% | +1.4% | +2.2% | +2.5% |
| 30D | -18.4% | -6.7% | -11.8% | -14.0% |
| 3M | -32.1% | -5.4% | -26.6% | -29.1% |
| 6M | +10.9% | +4.4% | +6.5% | +6.8% |
| YTD | +40.8% | +14.9% | +25.9% | +25.0% |
| 1Y | +31.1% | +9.3% | +21.9% | +21.0% |
| 3Y | +245.2% | +121.7% | +123.4% | +112.4% |
| 5Y | -16.7% | +148.2% | -164.9% | -55.8% |
| All | +2.8% | +215.7% | -212.9% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling