+64.2%
T vs BTDR
+24.7%
+39.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.8% |
| 7D | -3.1% | +14.8% | -17.9% | -2.9% |
| 30D | +4.6% | +41.8% | -37.2% | +4.9% |
| 3M | +12.2% | -29.2% | +41.4% | +12.2% |
| 6M | -6.5% | +66.2% | -72.6% | -6.0% |
| YTD | +4.9% | +10.0% | -5.1% | +5.2% |
| 1Y | -10.5% | -11.0% | +0.5% | -10.2% |
| 3Y | +104.6% | +6.9% | +97.6% | +104.7% |
| 5Y | +64.2% | +24.7% | +39.5% | +62.7% |
| All | +64.2% | +24.7% | +39.5% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling