+15.8%
TMO vs BTDR
+15.3%
+0.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.2% |
| 7D | -2.5% | -3.2% | +0.7% | -2.4% |
| 30D | -0.3% | +32.7% | -33.0% | -1.2% |
| 3M | +25.3% | -28.4% | +53.6% | +25.9% |
| 6M | +20.9% | +51.7% | -30.9% | +18.7% |
| YTD | +4.3% | +2.9% | +1.4% | +3.3% |
| 1Y | +27.0% | -15.5% | +42.5% | +25.7% |
| 3Y | +17.5% | 0.0% | +17.5% | +15.1% |
| 5Y | +6.9% | +16.5% | -9.5% | +4.7% |
| All | +15.8% | +15.3% | +0.5% | +13.1% |
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