-33.5%
RDDT vs TXG
+372.5%
-405.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +1.0% | +1.8% | -0.8% | +0.4% |
| 30D | -0.5% | +32.0% | -32.5% | -9.7% |
| 3M | -16.0% | +87.0% | -103.0% | -31.8% |
| 6M | +4.9% | +180.1% | -175.2% | -23.2% |
| YTD | -32.8% | +284.1% | -316.9% | -54.5% |
| 1Y | -33.5% | +361.7% | -395.1% | -60.1% |
| All | -33.5% | +372.5% | -405.9% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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