+221.1%
TPR vs BTDR
+23.3%
+197.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -3.1% |
| 7D | -7.3% | +14.8% | -22.1% | -8.2% |
| 30D | -30.7% | +41.8% | -72.5% | -32.4% |
| 3M | -21.6% | -29.2% | +7.6% | -20.6% |
| 6M | -21.3% | +66.2% | -87.5% | -24.9% |
| YTD | -10.2% | +10.0% | -20.2% | -12.6% |
| 1Y | +9.5% | -11.0% | +20.5% | +6.6% |
| 3Y | +280.8% | +6.9% | +273.8% | +245.7% |
| 5Y | +218.7% | +24.7% | +194.0% | +181.1% |
| All | +221.1% | +23.3% | +197.8% | +180.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling