-43.9%
BTDR vs TAP
+0.6%
-44.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +3.2% | -11.9% | -8.6% |
| 7D | -6.9% | +1.3% | -8.2% | -6.8% |
| 30D | -31.5% | +5.7% | -37.3% | -31.7% |
| 3M | -36.1% | -1.9% | -34.2% | -35.9% |
| 6M | -57.6% | +0.9% | -58.6% | -57.8% |
| YTD | -50.0% | -9.5% | -40.5% | -49.3% |
| 1Y | -49.6% | -9.0% | -40.6% | -48.9% |
| 3Y | +48.5% | -22.2% | +70.8% | +57.0% |
| All | -43.9% | +0.6% | -44.6% | -40.7% |
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 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