-69.4%
BTDR vs M
+36.6%
-106.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +7.6% | -13.3% | -9.2% |
| 7D | -17.6% | +8.3% | -25.8% | -21.1% |
| 30D | -40.3% | +14.2% | -54.4% | -44.6% |
| 3M | -42.6% | -1.1% | -41.5% | -42.4% |
| 6M | -46.3% | +36.6% | -82.9% | -53.6% |
| YTD | -41.7% | +19.8% | -61.5% | -48.9% |
| 1Y | -69.4% | +37.2% | -106.6% | -76.2% |
| All | -69.4% | +36.6% | -106.0% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling