+20.3%
TFC vs BTDR
+23.8%
-3.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.9% | -0.1% |
| 7D | +2.4% | +20.0% | -17.5% | +1.5% |
| 30D | -1.3% | +11.9% | -13.2% | -2.1% |
| 3M | +6.1% | -36.9% | +43.0% | +7.6% |
| 6M | +7.3% | +56.5% | -49.2% | +3.4% |
| YTD | +8.2% | +10.4% | -2.2% | +5.6% |
| 1Y | +14.4% | +3.1% | +11.4% | +10.6% |
| 3Y | +93.7% | -2.6% | +96.3% | +74.4% |
| 5Y | +16.4% | +25.2% | -8.8% | +4.1% |
| All | +20.3% | +23.8% | -3.5% | +7.1% |
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