+26.7%
BTDR vs TCOM
+48.5%
-21.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.5% |
| 7D | +22.4% | -7.6% | +30.0% | +23.8% |
| 30D | +16.5% | -12.2% | +28.7% | +18.6% |
| 3M | -31.5% | -14.2% | -17.3% | -30.1% |
| 6M | +74.0% | -25.0% | +99.0% | +81.8% |
| YTD | +13.0% | -43.7% | +56.7% | +22.4% |
| 1Y | -0.2% | -44.5% | +44.3% | +8.0% |
| 3Y | +9.9% | +13.4% | -3.5% | +15.1% |
| 5Y | +28.1% | +26.5% | +1.6% | +34.3% |
| All | +26.7% | +48.5% | -21.8% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling