-33.5%
RDDT vs TMO
+27.8%
-61.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +1.0% | -1.4% | +2.3% | +1.4% |
| 30D | -0.5% | +6.2% | -6.7% | -2.6% |
| 3M | -16.0% | +27.5% | -43.5% | -23.5% |
| 6M | +4.9% | +20.0% | -15.1% | -3.6% |
| YTD | -32.8% | +6.1% | -38.9% | -38.4% |
| 1Y | -33.5% | +25.8% | -59.3% | -31.8% |
| All | -33.5% | +27.8% | -61.2% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling