-45.7%
RDDT vs TLN
-17.6%
-28.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -8.5% | +14.5% | +6.8% |
| 7D | -24.4% | -6.0% | -18.3% | -24.0% |
| 30D | -32.3% | -1.5% | -30.7% | -32.3% |
| 3M | -36.3% | -3.9% | -32.4% | -36.2% |
| 6M | -39.7% | -15.0% | -24.7% | -38.9% |
| YTD | -55.7% | -12.8% | -42.9% | -55.5% |
| 1Y | -45.7% | -17.3% | -28.4% | -44.1% |
| All | -45.7% | -17.6% | -28.1% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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