+23.3%
BTDR vs TXG
-62.6%
+85.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -3.3% |
| 7D | +14.8% | +9.1% | +5.7% | +12.3% |
| 30D | +41.8% | +14.9% | +26.9% | +37.2% |
| 3M | -29.2% | +120.0% | -149.2% | -42.1% |
| 6M | +66.2% | +221.8% | -155.6% | +24.8% |
| YTD | +10.0% | +312.6% | -302.6% | -22.1% |
| 1Y | -11.0% | +398.4% | -409.4% | -40.1% |
| 3Y | +6.9% | +42.1% | -35.1% | -23.0% |
| 5Y | +24.7% | -63.5% | +88.1% | -11.0% |
| All | +23.3% | -62.6% | +85.9% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling