+230.8%
RDW vs TXT
+7.0%
+223.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -4.7% |
| 7D | +0.9% | +2.5% | -1.6% | -1.8% |
| 30D | -21.3% | -8.9% | -12.4% | -13.2% |
| 3M | -37.9% | -13.6% | -24.3% | -27.8% |
| 6M | +12.3% | -13.1% | +25.4% | +29.8% |
| YTD | +39.7% | -7.0% | +46.8% | +48.0% |
| 1Y | +25.7% | -1.4% | +27.1% | +26.1% |
| 3Y | +230.8% | +7.0% | +223.9% | +224.6% |
| All | +230.8% | +7.0% | +223.8% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling