-2.6%
BAX vs BTDR
-13.8%
+11.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.7% |
| 7D | -7.9% | -3.4% | -4.5% | -7.7% |
| 30D | -11.7% | +32.6% | -44.2% | -13.1% |
| 3M | +16.2% | -32.2% | +48.4% | +17.2% |
| 6M | +32.0% | +52.4% | -20.4% | +25.6% |
| YTD | +24.7% | +6.7% | +18.0% | +20.2% |
| 1Y | -2.6% | -15.2% | +12.6% | -5.8% |
| All | -2.6% | -13.8% | +11.1% | -5.8% |
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