-16.2%
TEL vs RDW
-11.3%
-4.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -19.8% | +13.5% | -4.5% |
| 7D | -7.4% | -32.4% | +25.1% | -4.2% |
| 30D | -6.0% | -41.7% | +35.7% | -1.7% |
| 3M | -5.0% | -42.3% | +37.3% | -0.8% |
| 6M | +0.5% | -28.8% | +29.3% | +1.1% |
| YTD | -8.3% | -18.6% | +10.2% | -13.3% |
| 1Y | -16.2% | -15.2% | -1.0% | -22.1% |
| All | -16.2% | -11.3% | -4.9% | -22.1% |
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