+74.1%
ALL vs BTSG
+504.1%
-430.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.8% | -1.9% | +2.7% |
| 7D | -0.1% | +3.8% | -3.9% | -0.3% |
| 30D | +13.8% | +13.7% | +0.1% | +13.1% |
| 3M | -2.8% | +18.0% | -20.7% | -3.6% |
| 6M | +23.7% | +32.2% | -8.5% | +21.3% |
| YTD | +27.3% | +93.6% | -66.3% | +21.1% |
| 1Y | +30.5% | +115.9% | -85.4% | +22.9% |
| All | +74.1% | +504.1% | -430.0% | +52.8% |
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 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