-35.9%
BTDR vs TMF
-88.4%
+52.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.8% | -2.9% |
| 7D | -7.4% | -1.1% | -6.3% | -7.3% |
| 30D | -33.4% | +11.8% | -45.2% | -33.9% |
| 3M | -26.3% | -4.0% | -22.2% | -26.2% |
| 6M | -52.4% | -16.5% | -35.9% | -52.1% |
| YTD | -42.8% | -19.9% | -22.9% | -42.4% |
| 1Y | -63.7% | -25.6% | -38.1% | -63.4% |
| 3Y | +61.5% | -29.9% | +91.3% | +64.3% |
| 5Y | -35.6% | -88.2% | +52.6% | -34.5% |
| All | -35.9% | -88.4% | +52.5% | -34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling