-43.9%
BTDR vs IT
-42.2%
-1.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.7% | -9.3% | -8.7% |
| 7D | -6.9% | +1.1% | -8.0% | -7.0% |
| 30D | -31.5% | -1.8% | -29.7% | -32.2% |
| 3M | -36.1% | +4.8% | -40.9% | -37.6% |
| 6M | -57.6% | +33.0% | -90.7% | -62.0% |
| YTD | -50.0% | -23.8% | -26.2% | -46.6% |
| 1Y | -49.6% | -16.5% | -33.1% | -48.3% |
| 3Y | +48.5% | -53.6% | +102.2% | +98.1% |
| All | -43.9% | -42.2% | -1.7% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling