+120.4%
TER vs BTDR
-38.7%
+159.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.8% | +12.0% | +1.2% |
| 7D | +24.0% | +15.4% | +8.5% | +21.3% |
| 30D | -30.6% | -33.4% | +2.8% | -26.5% |
| 3M | -34.5% | -32.0% | -2.4% | -31.0% |
| 6M | -26.4% | -52.2% | +25.9% | -19.3% |
| YTD | +36.4% | -45.3% | +81.7% | +46.0% |
| 1Y | +47.4% | -56.0% | +103.4% | +60.3% |
| 3Y | +202.6% | +54.4% | +148.2% | +191.8% |
| 5Y | +83.9% | -38.5% | +122.4% | +74.6% |
| All | +120.4% | -38.7% | +159.1% | +107.0% |
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 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