+20.4%
BTDR vs TNA
-23.3%
+43.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +3.2% |
| 7D | -3.4% | -7.3% | +3.9% | +0.2% |
| 30D | +32.6% | -14.2% | +46.8% | +42.8% |
| 3M | -32.2% | -4.6% | -27.7% | -29.8% |
| 6M | +52.4% | +36.9% | +15.4% | +36.6% |
| YTD | +6.7% | +42.5% | -35.9% | -5.5% |
| 1Y | -15.2% | +45.8% | -61.0% | -24.9% |
| 3Y | +14.9% | +104.7% | -89.8% | -6.2% |
| All | +20.4% | -23.3% | +43.8% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling