+24.7%
BTDR vs TAP
-0.5%
+25.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | +14.8% | -5.1% | +19.9% | +15.3% |
| 30D | +41.8% | -8.4% | +50.3% | +42.8% |
| 3M | -29.2% | -3.9% | -25.3% | -29.2% |
| 6M | +66.2% | -14.4% | +80.6% | +69.1% |
| YTD | +10.0% | -14.7% | +24.7% | +12.0% |
| 1Y | -11.0% | -18.7% | +7.7% | -8.8% |
| 3Y | +6.9% | -32.6% | +39.6% | +13.4% |
| 5Y | +24.7% | -1.4% | +26.1% | +32.4% |
| All | +24.7% | -0.5% | +25.2% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling