-28.2%
TGT vs BTDR
+23.3%
-51.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -3.1% |
| 7D | -3.6% | +14.8% | -18.4% | -4.0% |
| 30D | +4.4% | +41.8% | -37.4% | +3.2% |
| 3M | +25.4% | -29.2% | +54.5% | +26.2% |
| 6M | +33.4% | +66.2% | -32.8% | +30.1% |
| YTD | +65.6% | +10.0% | +55.6% | +63.4% |
| 1Y | +80.3% | -11.0% | +91.3% | +78.1% |
| 3Y | +42.1% | +6.9% | +35.2% | +37.9% |
| 5Y | -25.0% | +24.7% | -49.7% | -27.6% |
| All | -28.2% | +23.3% | -51.5% | -31.3% |
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