-68.1%
RGTI vs TW
+20.8%
-88.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.6% |
| 7D | -9.6% | +6.0% | -15.6% | -6.8% |
| 30D | -26.0% | +18.6% | -44.6% | -19.5% |
| 3M | -35.8% | +26.5% | -62.3% | -27.6% |
| 6M | -36.7% | +13.1% | -49.8% | -30.1% |
| YTD | -49.4% | +18.5% | -67.9% | -41.2% |
| 1Y | -68.1% | +21.7% | -89.9% | -63.1% |
| All | -68.1% | +20.8% | -88.9% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling