+212.8%
RDDT vs TFC
+52.8%
+159.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +2.1% | -2.4% | +4.6% | +3.7% |
| 30D | +2.8% | -3.4% | +6.2% | +5.2% |
| 3M | -8.9% | +0.4% | -9.4% | -9.7% |
| 6M | +15.1% | +12.7% | +2.4% | +4.5% |
| YTD | -31.4% | +5.6% | -36.9% | -35.2% |
| 1Y | -39.4% | +16.0% | -55.5% | -46.7% |
| All | +212.8% | +52.8% | +159.9% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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