-48.6%
TOST vs RDW
-7.3%
-41.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | -5.4% | +0.9% | -6.2% | -5.6% |
| 30D | -5.7% | -21.3% | +15.6% | -2.1% |
| 3M | +30.1% | -37.9% | +68.0% | +38.4% |
| 6M | +11.9% | +12.3% | -0.3% | +1.0% |
| YTD | -9.5% | +39.7% | -49.3% | -25.4% |
| 1Y | -21.3% | +25.7% | -46.9% | -35.4% |
| 3Y | +50.7% | +230.8% | -180.2% | -24.2% |
| All | -48.6% | -7.3% | -41.3% | -66.9% |
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