-10.1%
BA vs BTSG
+147.4%
-157.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -1.2% | +2.9% | -4.1% | -1.6% |
| 30D | -11.3% | +0.9% | -12.2% | -11.5% |
| 3M | -3.8% | +1.6% | -5.4% | -4.4% |
| 6M | -8.3% | +46.8% | -55.0% | -13.8% |
| YTD | -4.9% | +65.5% | -70.5% | -11.9% |
| 1Y | -10.1% | +136.2% | -146.3% | -20.6% |
| All | -10.1% | +147.4% | -157.4% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling