+41.8%
TGT vs BTDR
+4.4%
+37.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | 0.0% |
| 3M | +18.4% | -32.2% | +50.6% | +19.7% |
| 6M | +33.4% | +52.4% | -18.9% | +29.8% |
| YTD | +63.8% | +6.7% | +57.1% | +61.3% |
| 1Y | +77.2% | -15.2% | +92.4% | +74.8% |
| 3Y | +41.8% | +14.9% | +26.9% | +37.6% |
| All | +41.8% | +4.4% | +37.4% | +37.6% |
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