+26.4%
BTDR vs TLN
+733.8%
-707.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +2.1% | -14.9% | -14.1% |
| 7D | +15.4% | +22.3% | -6.8% | +2.4% |
| 30D | -33.4% | +1.2% | -34.6% | -33.2% |
| 3M | -32.0% | +5.9% | -38.0% | -34.4% |
| 6M | -52.2% | +3.2% | -55.4% | -53.3% |
| YTD | -45.3% | +3.2% | -48.5% | -47.9% |
| 1Y | -56.0% | +5.2% | -61.2% | -58.6% |
| 3Y | +54.4% | +606.3% | -551.9% | +0.5% |
| All | +26.4% | +733.8% | -707.4% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling