+69.0%
ALL vs BTSG
+421.3%
-352.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.5% |
| 7D | -1.7% | +5.7% | -7.5% | -2.0% |
| 30D | -4.7% | +0.2% | -4.9% | -4.7% |
| 3M | +18.4% | +5.6% | +12.7% | +17.7% |
| 6M | +20.5% | +50.8% | -30.3% | +16.7% |
| YTD | +23.5% | +67.0% | -43.5% | +18.5% |
| 1Y | +29.0% | +145.5% | -116.5% | +19.1% |
| All | +69.0% | +421.3% | -352.3% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling