+214.8%
TER vs BTDR
-18.2%
+233.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -1.6% |
| 7D | +9.4% | -3.2% | +12.6% | +10.4% |
| 30D | -2.4% | +32.7% | -35.1% | -10.9% |
| 3M | +6.5% | -28.4% | +34.9% | +13.4% |
| 6M | +23.2% | +51.7% | -28.5% | +10.4% |
| YTD | +91.5% | +2.9% | +88.6% | +81.4% |
| 1Y | +214.8% | -15.5% | +230.3% | +204.0% |
| All | +214.8% | -18.2% | +233.0% | +204.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling