-9.3%
TDG vs BTDR
-4.8%
-4.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.6% | +0.3% |
| 7D | -2.0% | +20.0% | -22.0% | -2.5% |
| 30D | -7.4% | +11.9% | -19.3% | -7.7% |
| 3M | -5.4% | -36.9% | +31.6% | -4.3% |
| 6M | -11.6% | +56.5% | -68.1% | -12.4% |
| YTD | -12.6% | +10.4% | -23.1% | -13.1% |
| 1Y | -9.3% | +3.1% | -12.4% | -10.8% |
| All | -9.3% | -4.8% | -4.6% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling