+244.9%
TPR vs BTDR
+23.8%
+221.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.2% |
| 7D | -2.3% | +20.0% | -22.3% | -3.5% |
| 30D | -23.0% | +11.9% | -34.9% | -23.8% |
| 3M | -12.5% | -36.9% | +24.5% | -10.7% |
| 6M | -21.4% | +56.5% | -77.9% | -24.7% |
| YTD | -3.5% | +10.4% | -13.9% | -6.2% |
| 1Y | +17.4% | +3.1% | +14.3% | +13.3% |
| 3Y | +291.3% | -2.6% | +293.8% | +255.6% |
| 5Y | +241.9% | +25.2% | +216.7% | +201.5% |
| All | +244.9% | +23.8% | +221.1% | +201.6% |
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