+212.8%
RDDT vs TSLQ
-96.8%
+309.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.3% |
| 7D | +2.1% | -6.6% | +8.7% | +0.6% |
| 30D | +2.8% | -24.3% | +27.1% | -2.5% |
| 3M | -8.9% | -3.6% | -5.3% | -6.4% |
| 6M | +15.1% | -12.0% | +27.0% | +18.8% |
| YTD | -31.4% | +1.4% | -32.7% | -26.1% |
| 1Y | -39.4% | -43.6% | +4.1% | -41.0% |
| All | +212.8% | -96.8% | +309.6% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling