+19.6%
BTDR vs TD
+122.3%
-102.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.3% |
| 7D | -3.4% | -0.5% | -2.8% | -3.1% |
| 30D | +32.6% | -1.9% | +34.5% | +34.2% |
| 3M | -32.2% | +4.8% | -37.0% | -34.0% |
| 6M | +52.4% | +28.0% | +24.4% | +33.3% |
| YTD | +6.7% | +30.3% | -23.6% | -7.0% |
| 1Y | -15.2% | +59.8% | -75.0% | -32.3% |
| 3Y | +14.9% | +124.7% | -109.8% | -16.9% |
| 5Y | +20.8% | +127.0% | -106.2% | -10.7% |
| All | +19.6% | +122.3% | -102.7% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling