+140.8%
TT vs BTDR
+23.8%
+117.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.7% |
| 7D | 0.0% | +20.0% | -20.0% | -0.9% |
| 30D | -7.2% | +11.9% | -19.1% | -7.9% |
| 3M | -3.0% | -36.9% | +34.0% | -1.6% |
| 6M | +1.4% | +56.5% | -55.2% | -1.8% |
| YTD | +15.9% | +10.4% | +5.5% | +13.5% |
| 1Y | +9.4% | +3.1% | +6.3% | +6.6% |
| 3Y | +124.4% | -2.6% | +127.0% | +110.8% |
| 5Y | +138.0% | +25.2% | +112.8% | +124.8% |
| All | +140.8% | +23.8% | +117.0% | +125.3% |
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