+190.3%
RDDT vs TSN
-2.3%
+192.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.9% |
| 7D | -7.4% | -7.3% | -0.1% | -7.2% |
| 30D | -7.7% | -8.6% | +0.9% | -7.6% |
| 3M | -17.8% | -7.5% | -10.3% | -17.1% |
| 6M | +5.5% | -14.1% | +19.6% | +5.1% |
| YTD | -36.3% | -9.4% | -26.9% | -36.1% |
| 1Y | -39.0% | -4.1% | -34.9% | -38.7% |
| All | +190.3% | -2.3% | +192.7% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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