+12.3%
RDW vs TTMI
+31.9%
-19.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.4% | -5.7% | -4.0% |
| 7D | +0.9% | +0.7% | +0.2% | +0.5% |
| 30D | -21.3% | -8.4% | -12.8% | -18.3% |
| 3M | -37.9% | -32.5% | -5.4% | -28.3% |
| 6M | +12.3% | +32.5% | -20.2% | +9.4% |
| All | +12.3% | +31.9% | -19.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 6mo: compounded portfolio wealth divided by compounded TTMI 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…
6mo analysis · Full analysis span regression · 6 months rolling