+26.7%
BTDR vs IT
-34.9%
+61.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.4% | +9.8% | +3.6% |
| 7D | +22.4% | -9.1% | +31.5% | +24.2% |
| 30D | +16.5% | -7.0% | +23.5% | +17.4% |
| 3M | -31.5% | +7.6% | -39.1% | -33.8% |
| 6M | +74.0% | +2.1% | +71.9% | +69.1% |
| YTD | +13.0% | -31.6% | +44.6% | +24.0% |
| 1Y | -0.2% | -29.9% | +29.7% | +7.7% |
| 3Y | +9.9% | -51.3% | +61.2% | +46.4% |
| 5Y | +28.1% | -44.8% | +72.9% | +70.1% |
| All | +26.7% | -34.9% | +61.6% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling