-29.0%
TGT vs BTDR
+19.6%
-48.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | -0.1% |
| 7D | -5.2% | -3.4% | -1.8% | -5.1% |
| 30D | +1.2% | +32.6% | -31.4% | +0.2% |
| 3M | +18.4% | -32.2% | +50.6% | +19.4% |
| 6M | +33.4% | +52.4% | -18.9% | +30.5% |
| YTD | +63.8% | +6.7% | +57.1% | +61.8% |
| 1Y | +77.2% | -15.2% | +92.4% | +75.3% |
| 3Y | +41.8% | +14.9% | +26.9% | +37.7% |
| 5Y | -25.5% | +20.8% | -46.3% | -28.1% |
| All | -29.0% | +19.6% | -48.6% | -31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling