+23.8%
BTDR vs TAP
-3.1%
+26.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +20.0% | -2.3% | +22.3% | +20.2% |
| 30D | +11.9% | -2.1% | +14.1% | +12.2% |
| 3M | -36.9% | +6.6% | -43.5% | -37.7% |
| 6M | +56.5% | -11.5% | +68.0% | +59.1% |
| YTD | +10.4% | -10.3% | +20.7% | +12.0% |
| 1Y | +3.1% | -14.4% | +17.5% | +5.1% |
| 3Y | -2.6% | -28.3% | +25.7% | +2.7% |
| 5Y | +25.2% | +1.7% | +23.5% | +32.1% |
| All | +23.8% | -3.1% | +26.9% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling