+24.3%
W vs BTDR
-69.9%
+94.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -5.6% | +16.6% | +12.1% |
| 7D | +8.4% | -17.6% | +25.9% | +12.0% |
| 30D | +16.5% | -40.3% | +56.8% | +27.8% |
| 3M | +6.4% | -42.6% | +49.1% | +16.1% |
| 6M | +90.5% | -46.3% | +136.8% | +104.7% |
| YTD | +23.1% | -41.7% | +64.8% | +27.2% |
| 1Y | +24.3% | -69.4% | +93.7% | +34.5% |
| All | +24.3% | -69.9% | +94.1% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling