+26.7%
BTDR vs TD
+121.5%
-94.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.3% | +2.9% |
| 7D | +22.4% | +0.9% | +21.6% | +21.8% |
| 30D | +16.5% | -0.7% | +17.1% | +17.0% |
| 3M | -31.5% | +6.3% | -37.7% | -33.8% |
| 6M | +74.0% | +27.9% | +46.1% | +52.5% |
| YTD | +13.0% | +29.8% | -16.8% | -1.3% |
| 1Y | -0.2% | +63.7% | -63.9% | -20.9% |
| 3Y | +9.9% | +128.3% | -118.4% | -20.3% |
| 5Y | +28.1% | +125.5% | -97.4% | -5.1% |
| All | +26.7% | +121.5% | -94.8% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling