-39.1%
TE vs BTDR
+26.7%
-65.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.3% | +7.7% | +9.5% |
| 7D | +18.2% | +22.4% | -4.2% | +12.8% |
| 30D | -13.5% | +16.5% | -30.0% | -17.1% |
| 3M | -44.6% | -31.5% | -13.1% | -40.3% |
| 6M | -24.7% | +74.0% | -98.7% | -34.4% |
| YTD | -24.3% | +13.0% | -37.3% | -28.0% |
| 1Y | +155.6% | -0.2% | +155.8% | +148.4% |
| 3Y | -18.3% | +9.9% | -28.1% | -29.0% |
| 5Y | -41.3% | +28.1% | -69.4% | -49.9% |
| All | -39.1% | +26.7% | -65.8% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling