+19.6%
BTDR vs TXG
-61.8%
+81.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +2.9% |
| 7D | -3.4% | +9.5% | -12.9% | -5.6% |
| 30D | +32.6% | +18.8% | +13.8% | +27.3% |
| 3M | -32.2% | +136.1% | -168.3% | -45.5% |
| 6M | +52.4% | +235.2% | -182.9% | +13.4% |
| YTD | +6.7% | +320.5% | -313.8% | -24.8% |
| 1Y | -15.2% | +425.2% | -440.4% | -43.6% |
| 3Y | +14.9% | +42.9% | -28.0% | -17.6% |
| 5Y | +20.8% | -62.8% | +83.6% | -14.2% |
| All | +19.6% | -61.8% | +81.4% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling