-45.7%
RDDT vs TSLQ
-17.8%
-28.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.4% | -0.5% | +6.9% |
| 7D | -24.4% | +9.8% | -34.2% | -23.2% |
| 30D | -32.3% | -6.0% | -26.2% | -32.7% |
| 3M | -36.3% | -35.0% | -1.3% | -40.0% |
| 6M | -39.7% | -24.9% | -14.8% | -40.4% |
| YTD | -55.7% | -12.7% | -43.0% | -54.3% |
| 1Y | -45.7% | -21.0% | -24.7% | -45.2% |
| All | -45.7% | -17.8% | -28.0% | -45.2% |
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