+15.3%
BTDR vs S
-58.7%
+74.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.9% | -8.4% | -6.9% |
| 7D | -3.2% | +0.1% | -3.2% | -3.2% |
| 30D | +32.7% | -11.8% | +44.5% | +35.9% |
| 3M | -28.4% | +33.9% | -62.3% | -33.9% |
| 6M | +51.7% | +40.1% | +11.6% | +37.9% |
| YTD | +2.9% | +32.1% | -29.2% | -5.7% |
| 1Y | -15.5% | +11.0% | -26.5% | -19.5% |
| 3Y | 0.0% | +16.9% | -16.9% | -0.2% |
| 5Y | +16.5% | -68.9% | +85.4% | +16.1% |
| All | +15.3% | -58.7% | +74.0% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded S 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling