+189.2%
B vs BTSG
+476.3%
-287.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.9% |
| 7D | +11.3% | +4.4% | +7.0% | +10.7% |
| 30D | +2.9% | +8.5% | -5.5% | +1.9% |
| 3M | -2.9% | +10.8% | -13.6% | -4.3% |
| 6M | -1.2% | +26.1% | -27.3% | -4.5% |
| YTD | -1.3% | +84.6% | -86.0% | -8.8% |
| 1Y | +30.4% | +108.7% | -78.2% | +19.3% |
| All | +189.2% | +476.3% | -287.0% | +138.7% |
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