+19.6%
BTDR vs IT
-32.2%
+51.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.3% | -1.5% | +2.9% |
| 7D | -3.4% | -3.7% | +0.3% | -2.9% |
| 30D | +32.6% | +0.1% | +32.5% | +32.4% |
| 3M | -32.2% | +20.7% | -52.9% | -36.3% |
| 6M | +52.4% | +12.0% | +40.4% | +44.6% |
| YTD | +6.7% | -28.8% | +35.5% | +16.3% |
| 1Y | -15.2% | -25.5% | +10.3% | -9.8% |
| 3Y | +14.9% | -48.8% | +63.6% | +51.9% |
| 5Y | +20.8% | -42.7% | +63.5% | +59.3% |
| All | +19.6% | -32.2% | +51.8% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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