-45.7%
RDDT vs TEM
-11.1%
-34.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.8% | +8.8% | +6.8% |
| 7D | -24.4% | -1.3% | -23.1% | -23.6% |
| 30D | -32.3% | -9.5% | -22.8% | -30.4% |
| 3M | -36.3% | +60.7% | -97.0% | -49.2% |
| 6M | -39.7% | +35.5% | -75.2% | -48.5% |
| YTD | -55.7% | +28.0% | -83.7% | -62.6% |
| 1Y | -45.7% | -10.5% | -35.2% | -45.3% |
| All | -45.7% | -11.1% | -34.6% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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