-53.2%
BTDR vs M
+25.7%
-78.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.9% | +10.6% | +10.1% |
| 7D | +7.7% | -3.3% | +11.0% | +9.8% |
| 30D | -24.1% | +8.1% | -32.2% | -27.4% |
| 3M | -19.1% | +2.2% | -21.3% | -20.6% |
| 6M | -46.6% | +35.1% | -81.7% | -53.5% |
| YTD | -37.3% | +15.8% | -53.1% | -43.9% |
| 1Y | -53.2% | +25.8% | -79.0% | -59.9% |
| All | -53.2% | +25.7% | -78.9% | -59.9% |
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