-44.0%
BTDR vs M
+76.9%
-120.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.5% | -10.2% | -9.0% |
| 7D | -6.9% | +7.0% | -13.9% | -8.2% |
| 30D | -31.5% | +8.9% | -40.4% | -32.9% |
| 3M | -36.1% | +4.5% | -40.6% | -36.9% |
| 6M | -57.6% | +36.2% | -93.8% | -60.2% |
| YTD | -50.0% | +15.1% | -65.2% | -51.6% |
| 1Y | -49.6% | +27.4% | -77.0% | -52.2% |
| 3Y | +48.5% | +160.1% | -111.6% | +27.3% |
| 5Y | -43.8% | -1.6% | -42.3% | -51.0% |
| All | -44.0% | +76.9% | -120.9% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling