+212.8%
RDDT vs TLN
+260.1%
-47.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +2.1% | -1.3% | +3.5% | +2.5% |
| 30D | +2.8% | -14.3% | +17.1% | +8.7% |
| 3M | -8.9% | -9.3% | +0.4% | -7.2% |
| 6M | +15.1% | -1.1% | +16.2% | +10.7% |
| YTD | -31.4% | -16.6% | -14.8% | -30.9% |
| 1Y | -39.4% | -22.0% | -17.5% | -37.5% |
| All | +212.8% | +260.1% | -47.3% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling