-24.5%
TE vs BTDR
+0.6%
-25.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.5% | -0.2% | -4.9% |
| 7D | +0.9% | -3.2% | +4.1% | +1.9% |
| 30D | -16.3% | +32.7% | -49.0% | -23.1% |
| 3M | -40.8% | -28.4% | -12.4% | -35.8% |
| 6M | -42.6% | +51.7% | -94.3% | -49.9% |
| YTD | -31.4% | +2.9% | -34.3% | -34.1% |
| 1Y | +144.9% | -15.5% | +160.4% | +145.1% |
| All | -24.5% | +0.6% | -25.2% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling