+3.1%
BTDR vs TCOM
-42.5%
+45.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +3.9% |
| 7D | +20.0% | -9.5% | +29.5% | +20.1% |
| 30D | +11.9% | -10.7% | +22.7% | +12.1% |
| 3M | -36.9% | -14.6% | -22.3% | -36.6% |
| 6M | +56.5% | -19.3% | +75.8% | +58.6% |
| YTD | +10.4% | -42.9% | +53.4% | -3.4% |
| 1Y | +3.1% | -43.8% | +46.9% | -9.5% |
| All | +3.1% | -42.5% | +45.6% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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