+50.5%
BAC vs BTDR
-38.7%
+89.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.8% | +12.5% | +0.2% |
| 7D | +1.5% | +15.4% | -13.9% | +0.8% |
| 30D | -6.4% | -33.4% | +27.0% | -5.1% |
| 3M | -21.7% | -32.0% | +10.4% | -20.9% |
| 6M | +0.5% | -52.2% | +52.7% | +2.2% |
| YTD | -6.7% | -45.3% | +38.6% | -6.3% |
| 1Y | -4.7% | -56.0% | +51.4% | -3.7% |
| 3Y | +96.1% | +54.4% | +41.7% | +89.2% |
| 5Y | +21.7% | -38.5% | +60.2% | +13.0% |
| All | +50.5% | -38.7% | +89.2% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling