+208.0%
RDDT vs TMF
-39.2%
+247.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.4% | +9.5% | +6.3% |
| 7D | -0.4% | -4.8% | +4.4% | -0.1% |
| 30D | -0.5% | -4.9% | +4.4% | -0.2% |
| 3M | -9.8% | -13.4% | +3.6% | -9.2% |
| 6M | +15.8% | -23.0% | +38.9% | +16.9% |
| YTD | -32.4% | -20.2% | -12.2% | -31.8% |
| 1Y | -40.0% | -26.5% | -13.6% | -39.4% |
| All | +208.0% | -39.2% | +247.2% | +190.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling