-48.9%
TOST vs RDW
-5.1%
-43.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.8% |
| 7D | -5.9% | +4.8% | -10.7% | -6.7% |
| 30D | -8.4% | -19.5% | +11.1% | -5.2% |
| 3M | +31.4% | -26.9% | +58.3% | +35.7% |
| 6M | +10.5% | +17.8% | -7.2% | -1.1% |
| YTD | -10.1% | +43.0% | -53.1% | -26.1% |
| 1Y | -19.9% | +32.1% | -52.0% | -35.0% |
| 3Y | +53.3% | +250.6% | -197.4% | -24.0% |
| All | -48.9% | -5.1% | -43.8% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling