-46.7%
TOST vs RDW
-2.0%
-44.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.6% | -8.6% | -3.1% |
| 7D | -0.9% | +9.5% | -10.3% | -2.4% |
| 30D | -3.5% | -17.4% | +13.9% | -0.6% |
| 3M | +38.1% | -39.5% | +77.7% | +47.0% |
| 6M | +9.9% | +31.3% | -21.4% | -3.9% |
| YTD | -6.3% | +47.8% | -54.0% | -23.4% |
| 1Y | -18.3% | +33.8% | -52.2% | -33.7% |
| 3Y | +59.7% | +262.3% | -202.5% | -21.2% |
| All | -46.7% | -2.0% | -44.7% | -66.0% |
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