+212.8%
RDDT vs TD
+119.3%
+93.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.1% |
| 7D | +2.1% | -0.5% | +2.7% | +2.5% |
| 30D | +2.8% | -1.9% | +4.7% | +4.2% |
| 3M | -8.9% | +4.8% | -13.7% | -11.5% |
| 6M | +15.1% | +28.0% | -12.9% | -2.0% |
| YTD | -31.4% | +30.3% | -61.7% | -42.1% |
| 1Y | -39.4% | +59.8% | -99.2% | -54.6% |
| All | +212.8% | +119.3% | +93.4% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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