+124.3%
TDG vs BTDR
+20.7%
+103.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.1% |
| 7D | -1.9% | -3.4% | +1.5% | -1.8% |
| 30D | -7.7% | +32.6% | -40.3% | -8.3% |
| 3M | -9.3% | -32.2% | +22.9% | -8.8% |
| 6M | -9.4% | +52.4% | -61.7% | -10.5% |
| YTD | -14.3% | +6.7% | -20.9% | -14.9% |
| 1Y | -11.8% | -15.2% | +3.4% | -12.7% |
| 3Y | +52.0% | +14.9% | +37.1% | +48.8% |
| All | +124.3% | +20.7% | +103.6% | +118.2% |
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 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