+2.0%
RDW vs TTMI
+787.9%
-785.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.4% |
| 3M | -37.9% | -32.5% | -5.4% | -26.4% |
| 6M | +12.3% | +32.5% | -20.2% | -6.5% |
| YTD | +39.7% | +83.2% | -43.5% | -4.2% |
| 1Y | +25.7% | +161.7% | -136.0% | -29.5% |
| 3Y | +230.8% | +890.1% | -659.3% | -9.7% |
| 5Y | -8.8% | +832.4% | -841.2% | -75.3% |
| All | +2.0% | +787.9% | -785.9% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling