+157.2%
B vs BTSG
+493.4%
-336.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -7.3% | +6.0% | -13.4% | -7.9% |
| 30D | -3.3% | +12.4% | -15.8% | -4.8% |
| 3M | -7.8% | +18.2% | -26.0% | -9.8% |
| 6M | -15.5% | +26.0% | -41.6% | -18.3% |
| YTD | -12.3% | +90.1% | -102.4% | -19.2% |
| 1Y | +5.4% | +124.3% | -118.9% | -4.3% |
| All | +157.2% | +493.4% | -336.2% | +111.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling