+20.4%
BTDR vs TRU
-35.6%
+56.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.8% | +3.3% |
| 7D | -3.4% | -2.7% | -0.7% | -2.3% |
| 30D | +32.6% | -2.0% | +34.6% | +33.4% |
| 3M | -32.2% | +18.4% | -50.7% | -38.7% |
| 6M | +52.4% | +8.9% | +43.5% | +43.0% |
| YTD | +6.7% | -8.9% | +15.6% | +7.1% |
| 1Y | -15.2% | -15.9% | +0.6% | -12.3% |
| 3Y | +14.9% | -1.1% | +16.0% | +10.0% |
| All | +20.4% | -35.6% | +56.0% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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