+28.1%
BTDR vs TMF
-87.6%
+115.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +22.4% | +1.0% | +21.4% | +22.4% |
| 30D | +16.5% | -1.8% | +18.3% | +16.6% |
| 3M | -31.5% | -8.2% | -23.2% | -31.2% |
| 6M | +74.0% | -19.5% | +93.5% | +75.0% |
| YTD | +13.0% | -16.0% | +29.0% | +13.6% |
| 1Y | -0.2% | -22.5% | +22.3% | +0.4% |
| 3Y | +9.9% | -42.3% | +52.2% | +11.6% |
| 5Y | +28.1% | -87.7% | +115.8% | +29.0% |
| All | +28.1% | -87.6% | +115.7% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling