+154.9%
RDDT vs TEM
+46.9%
+108.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.1% | +10.2% | +6.9% |
| 7D | -0.4% | -9.2% | +8.7% | +1.5% |
| 30D | -0.5% | +5.5% | -6.0% | -2.9% |
| 3M | -9.8% | +18.7% | -28.5% | -14.1% |
| 6M | +15.8% | +15.4% | +0.4% | +10.4% |
| YTD | -32.4% | -0.5% | -31.9% | -34.0% |
| 1Y | -40.0% | -24.8% | -15.2% | -38.9% |
| All | +154.9% | +46.9% | +108.1% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling