-33.5%
RDDT vs TSLQ
-50.5%
+17.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.0% | -13.0% | +1.0% |
| 7D | +1.0% | -5.8% | +6.7% | +0.2% |
| 30D | -0.5% | -22.1% | +21.6% | -4.0% |
| 3M | -16.0% | +10.1% | -26.1% | -11.8% |
| 6M | +4.9% | -6.8% | +11.6% | +8.0% |
| YTD | -32.8% | +8.5% | -41.3% | -28.7% |
| 1Y | -33.5% | -49.7% | +16.3% | -32.1% |
| All | -33.5% | -50.5% | +17.0% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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