+815.6%
TTMI vs BTDR
+19.6%
+796.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.4% | +2.9% |
| 7D | +0.7% | -3.4% | +4.1% | +1.1% |
| 30D | -8.4% | +32.6% | -41.0% | -11.9% |
| 3M | -32.5% | -32.2% | -0.2% | -30.1% |
| 6M | +32.5% | +52.4% | -19.9% | +26.2% |
| YTD | +83.2% | +6.7% | +76.6% | +79.2% |
| 1Y | +161.7% | -15.2% | +176.9% | +157.9% |
| 3Y | +890.1% | +14.9% | +875.2% | +800.8% |
| 5Y | +832.4% | +20.8% | +811.7% | +752.3% |
| All | +815.6% | +19.6% | +796.0% | +736.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling