+23.3%
BTDR vs BG
+81.6%
-58.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +14.8% | +0.5% | +14.3% | +14.6% |
| 30D | +41.8% | +10.3% | +31.5% | +38.6% |
| 3M | -29.2% | -1.9% | -27.3% | -28.9% |
| 6M | +66.2% | +5.2% | +60.9% | +63.1% |
| YTD | +10.0% | +41.2% | -31.2% | -0.2% |
| 1Y | -11.0% | +50.5% | -61.5% | -20.5% |
| 3Y | +6.9% | +19.9% | -13.0% | -3.5% |
| 5Y | +24.7% | +86.7% | -62.0% | +12.3% |
| All | +23.3% | +81.6% | -58.3% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling