-16.5%
BA vs BTSG
+495.4%
-511.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | -0.6% | +8.5% | -9.0% | -2.1% |
| 30D | -8.0% | +14.0% | -22.1% | -10.5% |
| 3M | -25.8% | +19.7% | -45.5% | -28.7% |
| 6M | -27.6% | +28.7% | -56.3% | -32.0% |
| YTD | -21.0% | +90.8% | -111.8% | -32.1% |
| 1Y | -12.3% | +112.4% | -124.6% | -26.6% |
| All | -16.5% | +495.4% | -511.9% | -46.4% |
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