-45.7%
RDDT vs TXG
+406.9%
-452.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.4% | +2.6% | +4.9% |
| 7D | -24.4% | -19.3% | -5.1% | -18.6% |
| 30D | -32.3% | -30.9% | -1.3% | -24.8% |
| 3M | -36.3% | +41.1% | -77.4% | -43.9% |
| 6M | -39.7% | +211.9% | -251.6% | -58.1% |
| YTD | -55.7% | +314.0% | -369.7% | -71.1% |
| 1Y | -45.7% | +405.4% | -451.1% | -66.3% |
| All | -45.7% | +406.9% | -452.6% | -66.3% |
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