-69.4%
BTDR vs TSN
+19.9%
-89.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.4% | -11.0% | -3.9% |
| 7D | -17.6% | +8.4% | -26.0% | -15.3% |
| 30D | -40.3% | +16.1% | -56.3% | -37.7% |
| 3M | -42.6% | +3.2% | -45.8% | -41.6% |
| 6M | -46.3% | -11.1% | -35.2% | -44.9% |
| YTD | -41.7% | +5.1% | -46.8% | -42.6% |
| 1Y | -69.4% | +19.4% | -88.8% | -72.2% |
| All | -69.4% | +19.9% | -89.3% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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