+14.9%
BTDR vs TEVA
+280.8%
-265.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.0% |
| 7D | -3.4% | +2.0% | -5.4% | -4.0% |
| 30D | +32.6% | +1.0% | +31.6% | +32.2% |
| 3M | -32.2% | +7.3% | -39.6% | -34.6% |
| 6M | +52.4% | +21.7% | +30.6% | +39.0% |
| YTD | +6.7% | +18.8% | -12.1% | -2.0% |
| 1Y | -15.2% | +86.5% | -101.7% | -36.4% |
| 3Y | +14.9% | +269.4% | -254.5% | -50.3% |
| All | +14.9% | +280.8% | -265.9% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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