+206.2%
RDDT vs TMF
-35.9%
+242.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | +1.0% | -1.4% | +2.4% | +1.0% |
| 30D | -0.5% | -2.8% | +2.3% | -0.3% |
| 3M | -16.0% | -10.9% | -5.1% | -15.6% |
| 6M | +4.9% | -21.3% | +26.2% | +5.6% |
| YTD | -32.8% | -15.9% | -16.9% | -32.4% |
| 1Y | -33.5% | -15.7% | -17.7% | -33.2% |
| All | +206.2% | -35.9% | +242.1% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling