+6.7%
BTDR vs M
+123.1%
-116.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.4% | +2.8% |
| 7D | +20.0% | +4.7% | +15.2% | +17.6% |
| 30D | +11.9% | -9.6% | +21.6% | +17.1% |
| 3M | -36.9% | +0.9% | -37.8% | -37.1% |
| 6M | +56.5% | +22.3% | +34.2% | +44.4% |
| YTD | +10.4% | +6.5% | +3.9% | +7.0% |
| 1Y | +3.1% | +38.8% | -35.7% | -11.1% |
| All | +6.7% | +123.1% | -116.3% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling