+836.6%
TTMI vs BTDR
+26.7%
+809.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.6% | +2.7% |
| 7D | +12.2% | +22.4% | -10.3% | +9.4% |
| 30D | -5.7% | +16.5% | -22.2% | -7.9% |
| 3M | -27.5% | -31.5% | +4.0% | -25.1% |
| 6M | +47.1% | +74.0% | -26.9% | +38.2% |
| YTD | +87.5% | +13.0% | +74.4% | +82.1% |
| 1Y | +175.2% | -0.2% | +175.4% | +167.1% |
| 3Y | +901.9% | +9.9% | +892.0% | +805.9% |
| 5Y | +843.5% | +28.1% | +815.4% | +756.4% |
| All | +836.6% | +26.7% | +809.9% | +749.3% |
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