+288.2%
TSM vs BTDR
+28.1%
+260.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +2.1% |
| 7D | +6.0% | +22.4% | -16.4% | +4.1% |
| 30D | +4.5% | +16.5% | -11.9% | +2.6% |
| 3M | +3.1% | -31.5% | +34.6% | +5.3% |
| 6M | +30.2% | +74.0% | -43.8% | +23.1% |
| YTD | +45.2% | +13.0% | +32.2% | +40.9% |
| 1Y | +79.6% | -0.2% | +79.8% | +74.0% |
| 3Y | +411.0% | +9.9% | +401.1% | +374.1% |
| All | +288.2% | +28.1% | +260.1% | +234.8% |
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