+223.9%
TSM vs RDDT
+217.8%
+6.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.6% | +2.8% |
| 7D | +6.0% | +3.3% | +2.8% | +5.5% |
| 30D | +4.5% | -7.6% | +12.1% | +5.3% |
| 3M | +3.1% | -12.7% | +15.8% | +3.6% |
| 6M | +30.2% | +7.2% | +23.0% | +26.1% |
| YTD | +45.2% | -35.0% | +80.2% | +50.4% |
| 1Y | +79.6% | -35.0% | +114.6% | +84.1% |
| All | +223.9% | +217.8% | +6.1% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RDDT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling