+122.1%
TER vs BTDR
-29.7%
+151.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.7% | -1.4% | +6.9% |
| 7D | +5.9% | +7.7% | -1.8% | +4.9% |
| 30D | -30.8% | -24.1% | -6.7% | -28.0% |
| 3M | -29.9% | -19.1% | -10.8% | -28.0% |
| 6M | -27.5% | -46.6% | +19.2% | -21.8% |
| YTD | +37.5% | -37.3% | +74.8% | +44.3% |
| 1Y | +50.3% | -53.2% | +103.4% | +61.3% |
| 3Y | +204.9% | +77.1% | +127.8% | +188.5% |
| 5Y | +89.2% | -29.7% | +118.9% | +76.1% |
| All | +122.1% | -29.7% | +151.8% | +104.7% |
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