+93.0%
TFC vs BTDR
+7.6%
+85.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | -1.3% | +14.8% | -16.1% | -2.1% |
| 30D | -2.3% | +41.8% | -44.1% | -4.4% |
| 3M | +2.5% | -29.2% | +31.6% | +3.6% |
| 6M | +9.5% | +66.2% | -56.7% | +4.2% |
| YTD | +5.1% | +10.0% | -4.9% | +2.0% |
| 1Y | +15.5% | -11.0% | +26.4% | +11.8% |
| All | +93.0% | +7.6% | +85.4% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling