+36.0%
TSM vs RDW
+9.7%
+26.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.6% |
| 7D | -10.0% | -14.3% | +4.4% | -8.0% |
| 30D | -18.5% | -26.0% | +7.4% | -15.2% |
| 3M | -4.9% | -27.4% | +22.5% | -1.2% |
| 6M | -1.0% | -10.6% | +9.7% | -1.3% |
| YTD | +31.3% | +1.6% | +29.7% | +25.5% |
| 1Y | +36.0% | +11.1% | +24.9% | +28.3% |
| All | +36.0% | +9.7% | +26.4% | +28.3% |
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