+10.8%
BTDR vs TD
+125.8%
-115.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.8% | -7.3% | -7.6% |
| 7D | -3.2% | -2.6% | -0.6% | 0.0% |
| 30D | +32.7% | -1.0% | +33.7% | +34.1% |
| 3M | -28.4% | +5.6% | -34.0% | -33.2% |
| 6M | +51.7% | +27.1% | +24.6% | +14.4% |
| YTD | +2.9% | +29.4% | -26.5% | -23.4% |
| 1Y | -15.5% | +60.7% | -76.2% | -49.4% |
| All | +10.8% | +125.8% | -115.0% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling