+404.5%
TSM vs RDW
+241.5%
+163.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | +1.0% | +0.9% | +0.2% | +0.9% |
| 30D | +1.0% | -21.3% | +22.2% | +3.7% |
| 3M | +2.9% | -37.9% | +40.7% | +7.3% |
| 6M | +22.8% | +12.3% | +10.6% | +17.8% |
| YTD | +43.3% | +39.7% | +3.6% | +32.0% |
| 1Y | +69.2% | +25.7% | +43.5% | +55.5% |
| 3Y | +404.5% | +230.8% | +173.7% | +321.2% |
| All | +404.5% | +241.5% | +163.0% | +321.2% |
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 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