-33.2%
TEAM vs BTDR
+19.6%
-52.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | -0.1% |
| 7D | -5.2% | -3.4% | -1.8% | -5.1% |
| 30D | +15.8% | +32.6% | -16.8% | +13.6% |
| 3M | +101.5% | -32.2% | +133.7% | +104.7% |
| 6M | +138.2% | +52.4% | +85.8% | +127.0% |
| YTD | +10.8% | +6.7% | +4.1% | +7.4% |
| 1Y | +1.7% | -15.2% | +16.9% | -1.7% |
| 3Y | -16.0% | +14.9% | -30.9% | -25.9% |
| 5Y | -52.7% | +20.8% | -73.5% | -62.1% |
| All | -33.2% | +19.6% | -52.8% | -46.3% |
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