+228.2%
TER vs BTDR
+24.7%
+203.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +3.5% |
| 7D | +12.4% | +14.8% | -2.4% | +10.2% |
| 30D | +5.1% | +41.8% | -36.7% | +0.1% |
| 3M | +4.0% | -29.2% | +33.1% | +7.3% |
| 6M | +29.5% | +66.2% | -36.6% | +21.6% |
| YTD | +98.5% | +10.0% | +88.5% | +93.0% |
| 1Y | +234.1% | -11.0% | +245.1% | +226.5% |
| 3Y | +289.0% | +6.9% | +282.1% | +246.7% |
| 5Y | +228.2% | +24.7% | +203.5% | +177.3% |
| All | +228.2% | +24.7% | +203.5% | +177.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling