-34.3%
TLT vs BTDR
+23.8%
-58.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.8% | +0.2% |
| 7D | -0.4% | +20.0% | -20.4% | -0.5% |
| 30D | -0.6% | +11.9% | -12.5% | -0.6% |
| 3M | -2.7% | -36.9% | +34.2% | -2.7% |
| 6M | -5.6% | +56.5% | -62.1% | -5.7% |
| YTD | -2.8% | +10.4% | -13.2% | -2.9% |
| 1Y | -1.4% | +3.1% | -4.5% | -1.6% |
| 3Y | -1.6% | -2.6% | +1.0% | -2.7% |
| 5Y | -33.8% | +25.2% | -59.0% | -35.3% |
| All | -34.3% | +23.8% | -58.1% | -35.6% |
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 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