-29.7%
BTDR vs M
+78.0%
-107.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.9% | +10.6% | +9.9% |
| 7D | +7.7% | -3.3% | +11.0% | +8.6% |
| 30D | -24.1% | +8.1% | -32.2% | -25.5% |
| 3M | -19.1% | +2.2% | -21.3% | -19.8% |
| 6M | -46.6% | +35.1% | -81.7% | -49.7% |
| YTD | -37.3% | +15.8% | -53.1% | -39.3% |
| 1Y | -53.2% | +25.8% | -79.0% | -55.5% |
| 3Y | +77.1% | +156.2% | -79.2% | +51.6% |
| 5Y | -29.7% | -2.4% | -27.3% | -38.8% |
| All | -29.7% | +78.0% | -107.7% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling