+23.3%
BTDR vs M
+52.7%
-29.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -1.8% |
| 7D | +14.8% | -4.1% | +18.9% | +15.8% |
| 30D | +41.8% | -13.6% | +55.4% | +46.2% |
| 3M | -29.2% | -2.3% | -26.9% | -28.8% |
| 6M | +66.2% | +21.9% | +44.3% | +60.7% |
| YTD | +10.0% | -0.6% | +10.6% | +10.2% |
| 1Y | -11.0% | +29.7% | -40.7% | -15.2% |
| 3Y | +6.9% | +107.3% | -100.3% | -5.0% |
| 5Y | +24.7% | +20.5% | +4.2% | +12.3% |
| All | +23.3% | +52.7% | -29.4% | +10.8% |
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