+20.4%
BTDR vs TW
+19.5%
+1.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.7% |
| 7D | -3.4% | -4.5% | +1.1% | -3.6% |
| 30D | +32.6% | -2.3% | +34.9% | +32.4% |
| 3M | -32.2% | +2.6% | -34.8% | -32.6% |
| 6M | +52.4% | -17.5% | +69.9% | +54.4% |
| YTD | +6.7% | -5.3% | +12.0% | +6.2% |
| 1Y | -15.2% | -14.8% | -0.5% | -14.5% |
| 3Y | +14.9% | +18.8% | -4.0% | +25.0% |
| All | +20.4% | +19.5% | +1.0% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling