-35.6%
TLT vs RDW
+1.6%
-37.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.2% |
| 7D | -1.6% | +4.8% | -6.4% | -1.6% |
| 30D | -1.3% | -19.5% | +18.2% | -1.3% |
| 3M | -3.7% | -26.9% | +23.2% | -3.7% |
| 6M | -6.4% | +17.8% | -24.1% | -6.5% |
| YTD | -4.5% | +43.0% | -47.5% | -4.7% |
| 1Y | -5.9% | +32.1% | -37.9% | -6.1% |
| 3Y | -2.8% | +250.6% | -253.5% | -3.8% |
| 5Y | -35.1% | -6.6% | -28.5% | -35.8% |
| All | -35.6% | +1.6% | -37.2% | -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 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