+87.3%
BTDR vs M
+142.9%
-55.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.1% | +1.8% | +6.3% |
| 7D | +7.1% | +2.5% | +4.6% | +5.8% |
| 30D | -31.4% | +10.1% | -41.4% | -34.5% |
| 3M | -39.2% | -0.9% | -38.3% | -39.3% |
| 6M | -50.9% | +30.2% | -81.1% | -56.2% |
| YTD | -41.0% | +16.3% | -57.3% | -45.3% |
| 1Y | -69.9% | +27.0% | -96.9% | -73.2% |
| 3Y | +87.3% | +154.5% | -67.2% | +11.0% |
| All | +87.3% | +142.9% | -55.6% | +11.0% |
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