+212.8%
RDDT vs TXG
+79.2%
+133.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.8% | +0.6% |
| 7D | +2.1% | +9.5% | -7.3% | -0.8% |
| 30D | +2.8% | +18.8% | -16.0% | -3.2% |
| 3M | -8.9% | +136.1% | -145.1% | -31.5% |
| 6M | +15.1% | +235.2% | -220.2% | -22.8% |
| YTD | -31.4% | +320.5% | -351.9% | -57.5% |
| 1Y | -39.4% | +425.2% | -464.6% | -65.7% |
| All | +212.8% | +79.2% | +133.6% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling