+15.3%
BTDR vs BAH
-6.6%
+21.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.8% | -11.3% | -7.5% |
| 7D | -3.2% | +2.4% | -5.6% | -3.8% |
| 30D | +32.7% | -2.9% | +35.6% | +33.3% |
| 3M | -28.4% | -1.3% | -27.0% | -28.5% |
| 6M | +51.7% | -0.9% | +52.6% | +50.5% |
| YTD | +2.9% | -8.2% | +11.1% | +4.0% |
| 1Y | -15.5% | -24.0% | +8.5% | -10.4% |
| 3Y | 0.0% | -28.1% | +28.1% | +9.5% |
| 5Y | +16.5% | +2.5% | +14.0% | +25.0% |
| All | +15.3% | -6.6% | +21.9% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling