+8.6%
AGG vs BTSG
+382.3%
-373.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +6.0% | -0.6% |
| 7D | -0.9% | -5.8% | +4.9% | -0.9% |
| 30D | -1.0% | 0.0% | -0.9% | -1.0% |
| 3M | -1.3% | -4.5% | +3.2% | -1.3% |
| 6M | -2.1% | +40.0% | -42.1% | -2.4% |
| YTD | -1.2% | +54.6% | -55.8% | -1.6% |
| 1Y | -0.5% | +106.1% | -106.6% | -1.0% |
| All | +8.6% | +382.3% | -373.8% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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