+145.2%
TE vs BTDR
-13.8%
+159.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | -1.1% |
| 7D | +0.2% | -3.4% | +3.6% | +2.0% |
| 30D | -5.9% | +32.6% | -38.5% | -18.6% |
| 3M | -45.6% | -32.2% | -13.3% | -37.0% |
| 6M | -43.4% | +52.4% | -95.7% | -57.5% |
| YTD | -31.0% | +6.7% | -37.7% | -38.9% |
| 1Y | +145.2% | -15.2% | +160.5% | +123.1% |
| All | +145.2% | -13.8% | +159.0% | +123.1% |
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