+16.3%
TFC vs BTDR
-18.2%
+34.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.8% | +0.5% |
| 7D | -2.5% | -3.2% | +0.7% | -2.4% |
| 30D | -2.8% | +32.7% | -35.5% | -3.5% |
| 3M | +2.1% | -28.4% | +30.5% | +2.7% |
| 6M | +10.1% | +51.7% | -41.6% | +7.6% |
| YTD | +5.4% | +2.9% | +2.6% | +3.6% |
| 1Y | +16.3% | -15.5% | +31.8% | +13.9% |
| All | +16.3% | -18.2% | +34.5% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling