+215.8%
TSM vs RDDT
+230.5%
-14.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.8% | -2.5% |
| 7D | +2.6% | -0.4% | +3.1% | +2.6% |
| 30D | +1.4% | -0.5% | +2.0% | +1.1% |
| 3M | +5.0% | -9.8% | +14.8% | +5.0% |
| 6M | +24.0% | +15.8% | +8.1% | +18.7% |
| YTD | +41.6% | -32.4% | +74.0% | +45.7% |
| 1Y | +66.2% | -40.0% | +106.2% | +72.6% |
| All | +215.8% | +230.5% | -14.7% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling