+148.6%
TE vs BTDR
-4.8%
+153.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | -0.5% |
| 7D | -4.0% | +20.0% | -23.9% | -12.2% |
| 30D | -15.9% | +11.9% | -27.8% | -21.8% |
| 3M | -60.5% | -36.9% | -23.6% | -52.7% |
| 6M | -35.2% | +56.5% | -91.7% | -51.7% |
| YTD | -31.1% | +10.4% | -41.6% | -39.9% |
| 1Y | +148.6% | +3.1% | +145.6% | +114.2% |
| All | +148.6% | -4.8% | +153.4% | +114.2% |
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 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