+136.4%
BAC vs BTDR
+7.6%
+128.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.6% |
| 7D | +0.6% | +14.8% | -14.2% | -0.2% |
| 30D | -1.4% | +41.8% | -43.2% | -3.5% |
| 3M | +15.7% | -29.2% | +44.9% | +17.0% |
| 6M | +32.2% | +66.2% | -34.0% | +26.0% |
| YTD | +15.8% | +10.0% | +5.8% | +12.5% |
| 1Y | +27.3% | -11.0% | +38.2% | +23.8% |
| All | +136.4% | +7.6% | +128.9% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling