+21.5%
BX vs BTDR
+0.6%
+20.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -2.2% |
| 7D | -8.9% | -3.2% | -5.7% | -8.6% |
| 30D | -14.8% | +32.7% | -47.5% | -17.5% |
| 3M | +6.9% | -28.4% | +35.3% | +9.0% |
| 6M | +16.3% | +51.7% | -35.4% | +7.8% |
| YTD | -16.1% | +2.9% | -18.9% | -19.3% |
| 1Y | -26.8% | -15.5% | -11.3% | -29.8% |
| All | +21.5% | +0.6% | +20.9% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling