+190.3%
RDDT vs TLN
+268.1%
-77.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.3% |
| 7D | -7.4% | +5.8% | -13.2% | -9.5% |
| 30D | -7.7% | -6.9% | -0.9% | -5.5% |
| 3M | -17.8% | -10.9% | -6.9% | -15.5% |
| 6M | +5.5% | -4.6% | +10.1% | +3.1% |
| YTD | -36.3% | -14.7% | -21.6% | -36.3% |
| 1Y | -39.0% | -17.9% | -21.1% | -38.4% |
| All | +190.3% | +268.1% | -77.7% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling