+29.9%
ALL vs BTSG
+110.2%
-80.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.7% |
| 7D | 0.0% | +8.5% | -8.5% | +0.2% |
| 30D | +12.8% | +14.0% | -1.2% | +13.2% |
| 3M | +4.7% | +19.7% | -15.0% | +5.2% |
| 6M | +24.9% | +28.7% | -3.8% | +26.6% |
| YTD | +30.0% | +90.8% | -60.8% | +33.3% |
| 1Y | +29.9% | +112.4% | -82.5% | +31.8% |
| All | +29.9% | +110.2% | -80.3% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling