+137.7%
BTDR vs TLN
+571.8%
-434.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -3.9% | -5.0% |
| 7D | -3.2% | +2.0% | -5.2% | -4.2% |
| 30D | +32.7% | -12.9% | +45.6% | +43.9% |
| 3M | -28.4% | -7.4% | -20.9% | -25.0% |
| 6M | +51.7% | -6.0% | +57.8% | +58.1% |
| YTD | +2.9% | -16.9% | +19.7% | +11.3% |
| 1Y | -15.5% | -22.6% | +7.2% | -3.7% |
| 3Y | 0.0% | +469.0% | -469.0% | -26.7% |
| All | +137.7% | +571.8% | -434.1% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling