+3.1%
BTDR vs TNA
+70.0%
-66.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.2% |
| 7D | +20.0% | -0.1% | +20.0% | +20.1% |
| 30D | +11.9% | -4.9% | +16.8% | +18.4% |
| 3M | -36.9% | +0.4% | -37.3% | -36.0% |
| 6M | +56.5% | +32.5% | +24.0% | +23.2% |
| YTD | +10.4% | +53.7% | -43.3% | -24.5% |
| 1Y | +3.1% | +65.1% | -62.0% | -24.0% |
| All | +3.1% | +70.0% | -66.9% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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