+212.8%
RDDT vs TMO
+5.9%
+206.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +2.1% | -0.6% | +2.8% | +2.4% |
| 30D | +2.8% | +1.1% | +1.7% | +2.3% |
| 3M | -8.9% | +28.3% | -37.3% | -17.4% |
| 6M | +15.1% | +23.3% | -8.2% | +5.9% |
| YTD | -31.4% | +5.5% | -36.8% | -34.0% |
| 1Y | -39.4% | +24.5% | -64.0% | -44.2% |
| All | +212.8% | +5.9% | +206.8% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling