+155.3%
BTDR vs TLN
+583.6%
-428.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.8% | +0.2% | +1.7% |
| 7D | +20.0% | +7.1% | +12.9% | +15.4% |
| 30D | +11.9% | -3.9% | +15.8% | +14.4% |
| 3M | -36.9% | -16.2% | -20.8% | -30.1% |
| 6M | +56.5% | -5.8% | +62.3% | +62.7% |
| YTD | +10.4% | -15.4% | +25.9% | +18.2% |
| 1Y | +3.1% | -16.7% | +19.8% | +12.6% |
| 3Y | -2.6% | +473.8% | -476.4% | -29.8% |
| All | +155.3% | +583.6% | -428.3% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling