+20.4%
BTDR vs BG
+81.8%
-61.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.5% | +4.1% |
| 7D | -3.4% | +3.1% | -6.5% | -4.0% |
| 30D | +32.6% | +10.2% | +22.4% | +29.5% |
| 3M | -32.2% | -1.7% | -30.6% | -32.0% |
| 6M | +52.4% | +1.0% | +51.4% | +51.0% |
| YTD | +6.7% | +39.9% | -33.2% | -3.3% |
| 1Y | -15.2% | +53.2% | -68.5% | -24.8% |
| 3Y | +14.9% | +16.3% | -1.4% | +3.7% |
| All | +20.4% | +81.8% | -61.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling