+26.7%
BTDR vs TRGP
+671.5%
-644.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.9% | +2.1% |
| 7D | +22.4% | -0.6% | +23.0% | +22.5% |
| 30D | +16.5% | +14.6% | +1.9% | +12.9% |
| 3M | -31.5% | +11.9% | -43.4% | -33.7% |
| 6M | +74.0% | +25.3% | +48.8% | +62.0% |
| YTD | +13.0% | +61.9% | -48.8% | -2.3% |
| 1Y | -0.2% | +87.3% | -87.5% | -17.4% |
| 3Y | +9.9% | +268.0% | -258.1% | +0.3% |
| 5Y | +28.1% | +638.2% | -610.1% | +17.9% |
| All | +26.7% | +671.5% | -644.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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