-17.4%
TOST vs RDW
+24.9%
-42.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | 0.0% |
| 7D | -3.4% | -3.1% | -0.3% | -3.3% |
| 30D | -2.4% | -1.8% | -0.7% | -2.6% |
| 3M | +34.6% | -50.9% | +85.5% | +38.2% |
| 6M | +15.2% | +13.5% | +1.7% | +11.1% |
| YTD | -4.4% | +38.6% | -42.9% | -11.9% |
| 1Y | -17.4% | +28.3% | -45.7% | -22.8% |
| All | -17.4% | +24.9% | -42.3% | -22.8% |
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