+14.9%
BTDR vs TDY
+46.9%
-32.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +2.5% |
| 7D | -3.4% | -1.1% | -2.3% | -2.3% |
| 30D | +32.6% | -12.0% | +44.6% | +50.2% |
| 3M | -32.2% | -3.2% | -29.0% | -30.0% |
| 6M | +52.4% | -7.9% | +60.2% | +66.9% |
| YTD | +6.7% | +18.2% | -11.5% | -5.9% |
| 1Y | -15.2% | +6.7% | -21.9% | -18.3% |
| 3Y | +14.9% | +47.5% | -32.7% | -19.2% |
| All | +14.9% | +46.9% | -32.0% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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