+212.8%
RDDT vs TSEM
+523.0%
-310.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | +2.1% | -4.9% | +7.0% | +3.4% |
| 30D | +2.8% | -18.7% | +21.6% | +8.4% |
| 3M | -8.9% | -18.1% | +9.2% | -6.3% |
| 6M | +15.1% | +77.1% | -62.0% | -14.9% |
| YTD | -31.4% | +80.1% | -111.5% | -51.2% |
| 1Y | -39.4% | +220.4% | -259.8% | -68.3% |
| All | +212.8% | +523.0% | -310.2% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 3y: compounded portfolio wealth divided by compounded TSEM 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…
3y analysis · Full analysis span regression · 6 months rolling