+190.3%
RDDT vs TFC
+52.1%
+138.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | -7.4% | -1.3% | -6.1% | -6.6% |
| 30D | -7.7% | -2.3% | -5.4% | -6.2% |
| 3M | -17.8% | +2.5% | -20.2% | -19.5% |
| 6M | +5.5% | +9.5% | -4.0% | -2.4% |
| YTD | -36.3% | +5.1% | -41.4% | -39.7% |
| 1Y | -39.0% | +15.5% | -54.5% | -46.2% |
| All | +190.3% | +52.1% | +138.2% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling