+802.2%
TTMI vs BTDR
+16.5%
+785.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.7% |
| 7D | +6.0% | -3.2% | +9.2% | +6.5% |
| 30D | -6.4% | +32.7% | -39.1% | -9.9% |
| 3M | -28.9% | -28.4% | -0.5% | -26.8% |
| 6M | +26.9% | +51.7% | -24.8% | +21.0% |
| YTD | +77.3% | +2.9% | +74.4% | +74.2% |
| 1Y | +147.5% | -15.5% | +163.0% | +144.4% |
| 3Y | +847.6% | 0.0% | +847.6% | +766.8% |
| 5Y | +802.2% | +16.5% | +785.8% | +729.5% |
| All | +802.2% | +16.5% | +785.7% | +729.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling