+256.1%
TPR vs BTDR
-39.7%
+295.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +13.3% | -14.3% | -1.8% |
| 7D | +14.2% | -10.4% | +24.6% | +14.5% |
| 30D | +17.1% | -42.2% | +59.3% | +20.4% |
| 3M | -17.7% | -42.8% | +25.1% | -15.8% |
| 6M | -10.2% | -60.2% | +50.0% | -6.8% |
| YTD | +4.9% | -46.3% | +51.3% | +5.9% |
| 1Y | +36.1% | -71.7% | +107.8% | +41.9% |
| 3Y | +416.5% | +54.6% | +361.8% | +380.1% |
| All | +256.1% | -39.7% | +295.9% | +220.2% |
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