+10.8%
BTDR vs IT
-51.9%
+62.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.5% | -7.0% | -6.6% |
| 7D | -3.2% | -12.7% | +9.5% | -0.6% |
| 30D | +32.7% | -8.9% | +41.6% | +34.9% |
| 3M | -28.4% | +10.1% | -38.5% | -32.3% |
| 6M | +51.7% | +7.3% | +44.4% | +42.6% |
| YTD | +2.9% | -32.4% | +35.2% | +20.6% |
| 1Y | -15.5% | -26.6% | +11.2% | -7.4% |
| All | +10.8% | -51.9% | +62.7% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling