-35.5%
TLT vs RDW
-0.7%
-34.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.1% |
| 7D | -1.6% | +0.9% | -2.5% | -1.6% |
| 30D | -1.1% | -21.3% | +20.1% | -1.0% |
| 3M | -4.9% | -37.9% | +33.0% | -4.7% |
| 6M | -5.0% | +12.3% | -17.3% | -5.1% |
| YTD | -4.4% | +39.7% | -44.1% | -4.5% |
| 1Y | -6.4% | +25.7% | -32.1% | -6.6% |
| 3Y | -2.0% | +230.8% | -232.8% | -3.0% |
| 5Y | -35.0% | -8.8% | -26.2% | -35.7% |
| All | -35.5% | -0.7% | -34.8% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling