-69.4%
BTDR vs TCOM
-39.6%
-29.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -5.3% |
| 7D | -17.6% | +10.7% | -28.2% | -16.7% |
| 30D | -40.3% | +10.1% | -50.3% | -39.7% |
| 3M | -42.6% | -8.9% | -33.8% | -42.3% |
| 6M | -46.3% | -19.2% | -27.1% | -46.0% |
| YTD | -41.7% | -40.6% | -1.1% | -51.6% |
| 1Y | -69.4% | -39.0% | -30.4% | -73.3% |
| All | -69.4% | -39.6% | -29.8% | -73.3% |
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