-49.7%
TE vs BTDR
+16.3%
-66.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.5% | -0.2% | -5.2% |
| 7D | +0.9% | -3.2% | +4.1% | +1.7% |
| 30D | -16.3% | +32.7% | -49.0% | -21.9% |
| 3M | -40.8% | -28.4% | -12.4% | -36.6% |
| 6M | -42.6% | +51.7% | -94.3% | -48.4% |
| YTD | -31.4% | +2.9% | -34.3% | -33.4% |
| 1Y | +144.9% | -15.5% | +160.4% | +146.6% |
| 3Y | -26.0% | 0.0% | -26.0% | -34.3% |
| All | -49.7% | +16.3% | -66.0% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling