+196.2%
RDDT vs TT
+52.2%
+144.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +3.3% | +1.6% | +1.7% | +2.6% |
| 30D | -7.6% | -7.3% | -0.3% | -4.7% |
| 3M | -12.7% | -2.6% | -10.1% | -12.4% |
| 6M | +7.2% | +5.9% | +1.3% | +2.7% |
| YTD | -35.0% | +15.4% | -50.4% | -41.3% |
| 1Y | -35.0% | +8.2% | -43.3% | -39.2% |
| All | +196.2% | +52.2% | +144.0% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling