+36.7%
STM vs BTDR
+23.3%
+13.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | +1.7% | +14.8% | -13.1% | +0.1% |
| 30D | -5.2% | +41.8% | -47.0% | -8.7% |
| 3M | -29.6% | -29.2% | -0.4% | -28.0% |
| 6M | +54.4% | +66.2% | -11.8% | +46.0% |
| YTD | +99.5% | +10.0% | +89.5% | +93.9% |
| 1Y | +100.8% | -11.0% | +111.7% | +95.6% |
| 3Y | +20.2% | +6.9% | +13.2% | +6.7% |
| 5Y | +21.1% | +24.7% | -3.5% | +4.5% |
| All | +36.7% | +23.3% | +13.4% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling