+212.8%
RDDT vs TMF
-39.2%
+252.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +2.1% | -5.1% | +7.2% | +2.4% |
| 30D | +2.8% | -4.6% | +7.4% | +3.1% |
| 3M | -8.9% | -16.6% | +7.6% | -8.2% |
| 6M | +15.1% | -19.9% | +34.9% | +16.1% |
| YTD | -31.4% | -20.2% | -11.2% | -30.7% |
| 1Y | -39.4% | -27.7% | -11.7% | -38.8% |
| All | +212.8% | -39.2% | +252.0% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling