+52.2%
TOST vs RDW
+244.1%
-191.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.7% | +2.2% | -2.0% |
| 7D | -4.7% | +3.6% | -8.3% | -5.1% |
| 30D | -9.1% | -18.4% | +9.4% | -7.1% |
| 3M | +29.8% | -32.1% | +61.9% | +34.0% |
| 6M | +10.0% | +10.9% | -0.8% | +2.6% |
| YTD | -8.6% | +40.8% | -49.4% | -20.6% |
| 1Y | -20.7% | +31.1% | -51.8% | -31.7% |
| All | +52.2% | +244.1% | -191.8% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling