-49.6%
BTDR vs TXT
+1.6%
-51.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.9% | -8.2% |
| 7D | -6.9% | +0.1% | -7.0% | -6.8% |
| 30D | -31.5% | +13.3% | -44.9% | -36.7% |
| 3M | -36.1% | -5.0% | -31.1% | -33.4% |
| 6M | -57.6% | -8.4% | -49.2% | -54.0% |
| YTD | -50.0% | -4.0% | -46.1% | -48.9% |
| 1Y | -49.6% | +2.8% | -52.4% | -52.2% |
| All | -49.6% | +1.6% | -51.2% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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