+3.1%
BTDR vs TXG
+372.5%
-369.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.3% |
| 7D | +20.0% | +1.8% | +18.2% | +19.2% |
| 30D | +11.9% | +32.0% | -20.1% | -2.9% |
| 3M | -36.9% | +87.0% | -123.9% | -52.6% |
| 6M | +56.5% | +180.1% | -123.6% | 0.0% |
| YTD | +10.4% | +284.1% | -273.7% | -36.7% |
| 1Y | +3.1% | +361.7% | -358.6% | -46.4% |
| All | +3.1% | +372.5% | -369.4% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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