-33.5%
RDDT vs TT
+10.3%
-43.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -0.5% | -7.4% | +6.9% | +0.4% |
| 3M | -16.0% | -3.2% | -12.8% | -15.8% |
| 6M | +4.9% | +1.1% | +3.8% | +3.0% |
| YTD | -32.8% | +15.6% | -48.4% | -35.6% |
| 1Y | -33.5% | +9.2% | -42.6% | -34.4% |
| All | -33.5% | +10.3% | -43.8% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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