+56.8%
RGTI vs TW
+19.5%
+37.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | +0.5% | -4.5% | +4.9% | +1.6% |
| 30D | -17.1% | -2.3% | -14.8% | -16.7% |
| 3M | -26.0% | +2.6% | -28.6% | -27.6% |
| 6M | -9.9% | -17.5% | +7.7% | -5.1% |
| YTD | -31.1% | -5.3% | -25.8% | -32.1% |
| 1Y | -8.5% | -14.8% | +6.3% | -5.8% |
| 3Y | +652.2% | +18.8% | +633.4% | +511.1% |
| All | +56.8% | +19.5% | +37.3% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling