+126.1%
TT vs BTDR
-33.9%
+160.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.9% | -5.2% | +4.2% |
| 7D | +1.7% | +7.1% | -5.4% | +1.3% |
| 30D | -11.8% | -31.4% | +19.5% | -10.5% |
| 3M | -12.6% | -39.2% | +26.6% | -11.1% |
| 6M | -9.4% | -50.9% | +41.6% | -7.5% |
| YTD | +8.8% | -41.0% | +49.9% | +9.4% |
| 1Y | -2.5% | -69.9% | +67.4% | +0.4% |
| 3Y | +95.7% | +87.3% | +8.4% | +84.9% |
| 5Y | +135.7% | -33.6% | +169.4% | +127.3% |
| All | +126.1% | -33.9% | +160.0% | +117.0% |
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