+217.3%
TER vs BTDR
+19.6%
+197.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.2% | +2.1% |
| 7D | +6.4% | -3.4% | +9.7% | +6.8% |
| 30D | -5.7% | +32.6% | -38.3% | -9.4% |
| 3M | -0.4% | -32.2% | +31.8% | +3.3% |
| 6M | +25.8% | +52.4% | -26.5% | +19.3% |
| YTD | +96.4% | +6.7% | +89.7% | +91.7% |
| 1Y | +229.2% | -15.2% | +244.5% | +223.6% |
| 3Y | +288.1% | +14.9% | +273.2% | +246.7% |
| 5Y | +219.9% | +20.8% | +199.1% | +177.2% |
| All | +217.3% | +19.6% | +197.7% | +171.9% |
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 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