+96.0%
TFC vs BTDR
+41.1%
+54.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.6% | +9.9% | +1.7% |
| 7D | +2.3% | -6.9% | +9.2% | +2.5% |
| 30D | +10.8% | -31.5% | +42.4% | +12.6% |
| 3M | -3.8% | -36.1% | +32.3% | -2.2% |
| 6M | +9.6% | -57.6% | +67.2% | +12.7% |
| YTD | +5.8% | -50.0% | +55.8% | +6.5% |
| 1Y | +16.2% | -49.6% | +65.8% | +16.5% |
| 3Y | +96.0% | +48.5% | +47.4% | +66.6% |
| All | +96.0% | +41.1% | +54.9% | +66.6% |
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