-69.4%
BTDR vs TXG
+406.9%
-476.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.4% | -9.1% | -7.2% |
| 7D | -17.6% | -19.3% | +1.7% | -9.5% |
| 30D | -40.3% | -30.9% | -9.3% | -31.0% |
| 3M | -42.6% | +41.1% | -83.7% | -53.4% |
| 6M | -46.3% | +211.9% | -258.2% | -68.2% |
| YTD | -41.7% | +314.0% | -355.7% | -68.6% |
| 1Y | -69.4% | +405.4% | -474.8% | -84.2% |
| All | -69.4% | +406.9% | -476.3% | -84.2% |
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