+23.3%
BTDR vs BTG
+69.3%
-46.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.3% | -3.2% |
| 7D | +14.8% | +2.4% | +12.4% | +13.9% |
| 30D | +41.8% | +9.5% | +32.3% | +38.1% |
| 3M | -29.2% | +38.5% | -67.7% | -36.4% |
| 6M | +66.2% | +5.6% | +60.5% | +60.6% |
| YTD | +10.0% | +23.9% | -13.9% | +2.0% |
| 1Y | -11.0% | +32.1% | -43.1% | -18.1% |
| 3Y | +6.9% | +103.2% | -96.3% | -11.2% |
| 5Y | +24.7% | +79.7% | -55.1% | +4.8% |
| All | +23.3% | +69.3% | -46.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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