+2.6%
BA vs BTSG
+421.3%
-418.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.3% |
| 7D | +2.5% | +5.7% | -3.3% | +1.3% |
| 30D | -10.1% | +0.2% | -10.3% | -10.3% |
| 3M | -2.4% | +5.6% | -8.0% | -4.2% |
| 6M | -8.8% | +50.8% | -59.6% | -17.3% |
| YTD | -2.9% | +67.0% | -70.0% | -14.2% |
| 1Y | -8.8% | +145.5% | -154.3% | -26.4% |
| All | +2.6% | +421.3% | -418.8% | -32.2% |
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