-46.6%
BTDR vs M
+28.8%
-75.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.9% | +10.6% | +10.2% |
| 7D | +7.7% | -3.3% | +11.0% | +10.3% |
| 30D | -24.1% | +8.1% | -32.2% | -28.1% |
| 3M | -19.1% | +2.2% | -21.3% | -20.2% |
| 6M | -46.6% | +35.1% | -81.7% | -61.4% |
| All | -46.6% | +28.8% | -75.4% | -61.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling