-69.4%
BTDR vs TMF
-23.9%
-45.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.5% | -8.1% | -6.8% |
| 7D | -17.6% | +4.0% | -21.5% | -19.5% |
| 30D | -40.3% | +19.5% | -59.7% | -47.4% |
| 3M | -42.6% | -3.5% | -39.1% | -40.7% |
| 6M | -46.3% | -10.6% | -35.7% | -40.8% |
| YTD | -41.7% | -17.1% | -24.7% | -36.2% |
| 1Y | -69.4% | -24.3% | -45.1% | -64.1% |
| All | -69.4% | -23.9% | -45.5% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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