+109.1%
TDG vs BTDR
+15.3%
+93.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.2% |
| 7D | -2.7% | -3.2% | +0.5% | -2.6% |
| 30D | -9.3% | +32.7% | -42.0% | -9.9% |
| 3M | -7.1% | -28.4% | +21.3% | -6.7% |
| 6M | -11.2% | +51.7% | -62.9% | -12.2% |
| YTD | -15.3% | +2.9% | -18.1% | -15.8% |
| 1Y | -12.5% | -15.5% | +3.0% | -13.3% |
| 3Y | +51.2% | 0.0% | +51.2% | +48.1% |
| 5Y | +126.1% | +16.5% | +109.7% | +120.6% |
| All | +109.1% | +15.3% | +93.8% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling