-36.1%
BTDR vs IT
+6.3%
-42.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.7% | -9.3% | -8.4% |
| 7D | -6.9% | +1.1% | -8.0% | -6.7% |
| 30D | -31.5% | -1.8% | -29.7% | -34.8% |
| 3M | -36.1% | +4.8% | -40.9% | -38.6% |
| All | -36.1% | +6.3% | -42.4% | -38.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling