-69.4%
BTDR vs TLN
-17.6%
-51.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.5% | +2.9% | -0.1% |
| 7D | -17.6% | -6.0% | -11.5% | -13.9% |
| 30D | -40.3% | -1.5% | -38.7% | -39.4% |
| 3M | -42.6% | -3.9% | -38.7% | -41.3% |
| 6M | -46.3% | -15.0% | -31.3% | -41.2% |
| YTD | -41.7% | -12.8% | -28.9% | -41.0% |
| 1Y | -69.4% | -17.3% | -52.1% | -66.9% |
| All | -69.4% | -17.6% | -51.8% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling