-56.0%
BTDR vs TLN
+3.1%
-59.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +2.1% | -14.9% | -14.3% |
| 7D | +15.4% | +22.3% | -6.8% | +1.0% |
| 30D | -33.4% | +1.2% | -34.6% | -33.7% |
| 3M | -32.0% | +5.9% | -38.0% | -34.8% |
| 6M | -52.2% | +3.2% | -55.4% | -54.1% |
| YTD | -45.3% | +3.2% | -48.5% | -50.0% |
| 1Y | -56.0% | +5.2% | -61.2% | -60.6% |
| All | -56.0% | +3.1% | -59.1% | -60.6% |
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