+239.1%
TPR vs BTDR
+28.1%
+211.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.1% | -3.9% |
| 7D | -3.4% | +22.4% | -25.8% | -4.6% |
| 30D | -27.3% | +16.5% | -43.8% | -28.3% |
| 3M | -16.2% | -31.5% | +15.2% | -15.0% |
| 6M | -17.9% | +74.0% | -91.9% | -21.9% |
| YTD | -7.1% | +13.0% | -20.1% | -9.8% |
| 1Y | +13.6% | -0.2% | +13.9% | +9.9% |
| 3Y | +293.7% | +9.9% | +283.9% | +256.8% |
| 5Y | +239.1% | +28.1% | +211.0% | +185.2% |
| All | +239.1% | +28.1% | +211.0% | +185.2% |
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