+69.2%
TSM vs RDDT
-39.5%
+108.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +1.1% |
| 7D | +1.0% | +2.1% | -1.1% | +0.8% |
| 30D | +1.0% | +2.8% | -1.9% | +0.4% |
| 3M | +2.9% | -8.9% | +11.8% | +2.8% |
| 6M | +22.8% | +15.1% | +7.8% | +18.7% |
| YTD | +43.3% | -31.4% | +74.7% | +43.1% |
| 1Y | +69.2% | -39.4% | +108.6% | +57.2% |
| All | +69.2% | -39.5% | +108.6% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling