+18.4%
BTDR vs A
+29.6%
-11.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -1.6% |
| 7D | +14.8% | -4.4% | +19.2% | +18.8% |
| 30D | +41.8% | -2.7% | +44.5% | +45.4% |
| 3M | -29.2% | +7.0% | -36.2% | -33.1% |
| 6M | +66.2% | +24.6% | +41.6% | +39.6% |
| YTD | +10.0% | +7.0% | +3.0% | +3.0% |
| 1Y | -11.0% | +15.6% | -26.5% | -21.0% |
| All | +18.4% | +29.6% | -11.1% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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