+148.6%
TE vs RDW
+24.9%
+123.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.6% |
| 7D | -4.0% | -3.1% | -0.8% | -2.4% |
| 30D | -15.9% | -1.8% | -14.1% | -15.3% |
| 3M | -60.5% | -50.9% | -9.7% | -46.8% |
| 6M | -35.2% | +13.5% | -48.7% | -40.1% |
| YTD | -31.1% | +38.6% | -69.7% | -41.5% |
| 1Y | +148.6% | +28.3% | +120.4% | +112.5% |
| All | +148.6% | +24.9% | +123.7% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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