-5.6%
TLT vs BTDR
-69.9%
+64.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +0.9% |
| 7D | +1.0% | -17.6% | +18.5% | +1.2% |
| 30D | +6.0% | -40.3% | +46.3% | +6.8% |
| 3M | -0.9% | -42.6% | +41.7% | -0.2% |
| 6M | -2.3% | -46.3% | +44.0% | -1.6% |
| YTD | -3.3% | -41.7% | +38.4% | -2.9% |
| 1Y | -5.6% | -69.4% | +63.8% | -4.5% |
| All | -5.6% | -69.9% | +64.3% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling