+198.3%
TER vs BTDR
+23.8%
+174.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.9% | +1.5% | +5.0% |
| 7D | +0.6% | +20.0% | -19.3% | -1.9% |
| 30D | -8.3% | +11.9% | -20.2% | -10.1% |
| 3M | -12.2% | -36.9% | +24.7% | -8.1% |
| 6M | +17.1% | +56.5% | -39.4% | +10.6% |
| YTD | +84.7% | +10.4% | +74.2% | +79.5% |
| 1Y | +199.9% | +3.1% | +196.8% | +189.1% |
| 3Y | +232.8% | -2.6% | +235.4% | +196.9% |
| 5Y | +198.6% | +25.2% | +173.4% | +157.6% |
| All | +198.3% | +23.8% | +174.5% | +154.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling