+282.9%
TPR vs BTDR
-35.9%
+318.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.2% |
| 7D | +12.1% | -7.4% | +19.4% | +12.3% |
| 30D | +16.7% | -33.4% | +50.1% | +19.0% |
| 3M | -17.4% | -26.3% | +8.9% | -16.7% |
| 6M | +2.3% | -52.4% | +54.7% | +4.9% |
| YTD | +7.1% | -42.8% | +50.0% | +7.7% |
| 1Y | +29.5% | -63.7% | +93.2% | +33.3% |
| 3Y | +415.0% | +61.5% | +353.6% | +377.2% |
| 5Y | +261.5% | -35.6% | +297.1% | +229.1% |
| All | +282.9% | -35.9% | +318.8% | +246.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling