+26.7%
BTDR vs TW
+21.1%
+5.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.4% | +2.2% |
| 7D | +22.4% | -3.5% | +25.9% | +22.2% |
| 30D | +16.5% | +0.5% | +16.0% | +16.5% |
| 3M | -31.5% | +4.9% | -36.4% | -31.9% |
| 6M | +74.0% | -17.1% | +91.1% | +76.6% |
| YTD | +13.0% | -3.9% | +16.9% | +12.6% |
| 1Y | -0.2% | -13.3% | +13.0% | +0.7% |
| 3Y | +9.9% | +20.9% | -11.0% | +19.4% |
| 5Y | +28.1% | +20.5% | +7.6% | +43.0% |
| All | +26.7% | +21.1% | +5.6% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling