-7.1%
TGT vs RDW
-0.7%
-6.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -5.2% | +0.9% | -6.1% | -5.3% |
| 30D | +1.2% | -21.3% | +22.5% | +2.9% |
| 3M | +18.4% | -37.9% | +56.2% | +21.8% |
| 6M | +33.4% | +12.3% | +21.2% | +27.8% |
| YTD | +63.8% | +39.7% | +24.1% | +51.1% |
| 1Y | +77.2% | +25.7% | +51.5% | +62.8% |
| 3Y | +41.8% | +230.8% | -189.1% | +6.4% |
| 5Y | -25.5% | -8.8% | -16.8% | -41.4% |
| All | -7.1% | -0.7% | -6.3% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling