-44.5%
TE vs BTDR
+19.6%
-64.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | -0.2% |
| 7D | +0.2% | -3.4% | +3.6% | +1.1% |
| 30D | -5.9% | +32.6% | -38.5% | -12.2% |
| 3M | -45.6% | -32.2% | -13.3% | -41.2% |
| 6M | -43.4% | +52.4% | -95.7% | -49.2% |
| YTD | -31.0% | +6.7% | -37.7% | -33.5% |
| 1Y | +145.2% | -15.2% | +160.5% | +146.1% |
| 3Y | -24.1% | +14.9% | -38.9% | -33.2% |
| 5Y | -48.1% | +20.8% | -68.9% | -55.2% |
| All | -44.5% | +19.6% | -64.1% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling