+277.2%
TER vs BTDR
+8.5%
+268.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.8% |
| 7D | +11.0% | +22.4% | -11.5% | +7.4% |
| 30D | -1.9% | +16.5% | -18.3% | -4.8% |
| 3M | -0.7% | -31.5% | +30.8% | +3.5% |
| 6M | +36.4% | +74.0% | -37.7% | +25.6% |
| YTD | +92.4% | +13.0% | +79.4% | +85.2% |
| 1Y | +213.5% | -0.2% | +213.8% | +200.1% |
| 3Y | +277.2% | +9.9% | +267.4% | +221.0% |
| All | +277.2% | +8.5% | +268.8% | +221.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling