+158.9%
RDDT vs TEM
+47.5%
+111.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +2.1% | -8.7% | +10.8% | +4.0% |
| 30D | +2.8% | +8.1% | -5.2% | -0.1% |
| 3M | -8.9% | +19.0% | -27.9% | -13.3% |
| 6M | +15.1% | +12.0% | +3.0% | +10.2% |
| YTD | -31.4% | -0.1% | -31.3% | -33.0% |
| 1Y | -39.4% | -33.5% | -5.9% | -37.0% |
| All | +158.9% | +47.5% | +111.4% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling