-69.4%
BTDR vs TW
+20.8%
-90.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -5.0% |
| 7D | -17.6% | +6.0% | -23.5% | -14.1% |
| 30D | -40.3% | +18.6% | -58.8% | -33.0% |
| 3M | -42.6% | +26.5% | -69.2% | -32.8% |
| 6M | -46.3% | +13.1% | -59.4% | -38.4% |
| YTD | -41.7% | +18.5% | -60.3% | -31.7% |
| 1Y | -69.4% | +21.7% | -91.1% | -64.8% |
| All | -69.4% | +20.8% | -90.2% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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