+27.5%
BAC vs BTDR
-18.2%
+45.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.1% |
| 7D | -0.3% | -3.2% | +2.9% | -0.1% |
| 30D | -1.8% | +32.7% | -34.4% | -3.1% |
| 3M | +15.3% | -28.4% | +43.7% | +16.3% |
| 6M | +30.2% | +51.7% | -21.6% | +24.6% |
| YTD | +15.6% | +2.9% | +12.7% | +12.2% |
| 1Y | +27.5% | -15.5% | +42.9% | +26.3% |
| All | +27.5% | -18.2% | +45.6% | +26.3% |
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