+40.5%
ALL vs BTDR
-69.9%
+110.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.6% | +8.5% | +2.4% |
| 7D | +7.5% | -17.6% | +25.1% | +6.0% |
| 30D | +19.7% | -40.3% | +60.0% | +15.1% |
| 3M | +2.9% | -42.6% | +45.5% | -0.6% |
| 6M | +23.5% | -46.3% | +69.8% | +19.9% |
| YTD | +31.1% | -41.7% | +72.9% | +27.6% |
| 1Y | +40.5% | -69.4% | +109.9% | +33.5% |
| All | +40.5% | -69.9% | +110.3% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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