+304.4%
TSM vs BTDR
+23.8%
+280.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.1% | +2.5% |
| 7D | +2.7% | +20.0% | -17.2% | +1.0% |
| 30D | +3.6% | +11.9% | -8.3% | +2.1% |
| 3M | -3.4% | -36.9% | +33.6% | -0.7% |
| 6M | +20.6% | +56.5% | -35.9% | +14.9% |
| YTD | +41.9% | +10.4% | +31.4% | +37.9% |
| 1Y | +84.4% | +3.1% | +81.3% | +78.5% |
| 3Y | +380.2% | -2.6% | +382.8% | +346.3% |
| 5Y | +275.3% | +25.2% | +250.2% | +235.5% |
| All | +304.4% | +23.8% | +280.6% | +260.1% |
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