+1.4%
TT vs BTDR
+56.7%
-55.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.5% |
| 7D | 0.0% | +20.0% | -20.0% | -1.4% |
| 30D | -7.2% | +11.9% | -19.1% | -8.3% |
| 3M | -3.0% | -36.9% | +34.0% | +1.4% |
| 6M | +1.4% | +56.5% | -55.2% | -11.6% |
| All | +1.4% | +56.7% | -55.4% | -11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling