+10.6%
TMO vs BTDR
+20.7%
-10.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.0% |
| 7D | -0.6% | -3.4% | +2.7% | -0.6% |
| 30D | +1.1% | +32.6% | -31.5% | +0.3% |
| 3M | +28.3% | -32.2% | +60.6% | +29.2% |
| 6M | +23.3% | +52.4% | -29.1% | +21.1% |
| YTD | +5.5% | +6.7% | -1.2% | +4.3% |
| 1Y | +24.5% | -15.2% | +39.8% | +23.2% |
| 3Y | +19.6% | +14.9% | +4.7% | +16.9% |
| All | +10.6% | +20.7% | -10.1% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling