-11.0%
BTDR vs TMF
-23.1%
+12.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.9% |
| 7D | +14.8% | -0.9% | +15.7% | +15.4% |
| 30D | +41.8% | -1.0% | +42.8% | +42.0% |
| 3M | -29.2% | -11.3% | -17.9% | -25.0% |
| 6M | +66.2% | -22.7% | +88.9% | +67.6% |
| YTD | +10.0% | -17.3% | +27.3% | +15.4% |
| 1Y | -11.0% | -22.5% | +11.5% | -0.6% |
| All | -11.0% | -23.1% | +12.1% | -0.6% |
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