-15.5%
BTDR vs TAP
-18.4%
+2.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -3.2% | -5.3% | +2.1% | -4.9% |
| 30D | +32.7% | -7.4% | +40.0% | +29.4% |
| 3M | -28.4% | -4.9% | -23.5% | -28.7% |
| 6M | +51.7% | -14.2% | +65.9% | +50.0% |
| YTD | +2.9% | -14.8% | +17.7% | +4.2% |
| 1Y | -15.5% | -18.1% | +2.6% | -12.2% |
| All | -15.5% | -18.4% | +2.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling