-43.7%
TSCO vs RDW
+29.5%
-73.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.5% |
| 7D | -5.7% | +0.9% | -6.5% | -5.7% |
| 30D | -8.8% | -21.3% | +12.5% | -8.6% |
| 3M | +6.3% | -37.9% | +44.2% | +6.5% |
| 6M | -32.3% | +12.3% | -44.5% | -32.6% |
| YTD | -32.7% | +39.7% | -72.4% | -33.5% |
| 1Y | -43.7% | +25.7% | -69.4% | -44.5% |
| All | -43.7% | +29.5% | -73.2% | -44.5% |
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