+9.9%
BTDR vs TAP
-31.5%
+41.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.1% | +6.4% | +2.9% |
| 7D | +22.4% | -2.3% | +24.7% | +22.8% |
| 30D | +16.5% | -9.4% | +25.9% | +18.1% |
| 3M | -31.5% | -0.8% | -30.7% | -32.0% |
| 6M | +74.0% | -14.7% | +88.8% | +80.2% |
| YTD | +13.0% | -13.9% | +27.0% | +16.4% |
| 1Y | -0.2% | -18.6% | +18.4% | +4.5% |
| 3Y | +9.9% | -32.0% | +41.9% | +26.7% |
| All | +9.9% | -31.5% | +41.4% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling