+23.3%
BTDR vs TNA
-18.1%
+41.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.5% | -0.8% |
| 7D | +14.8% | -3.6% | +18.4% | +16.8% |
| 30D | +41.8% | -10.1% | +51.9% | +49.2% |
| 3M | -29.2% | +2.7% | -31.9% | -28.9% |
| 6M | +66.2% | +38.4% | +27.8% | +48.3% |
| YTD | +10.0% | +45.4% | -35.4% | -3.3% |
| 1Y | -11.0% | +55.9% | -66.9% | -23.1% |
| 3Y | +6.9% | +109.8% | -102.9% | -13.2% |
| 5Y | +24.7% | -22.5% | +47.2% | +0.9% |
| All | +23.3% | -18.1% | +41.4% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling