-11.5%
BA vs BTSG
+106.9%
-118.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.0% |
| 7D | -1.7% | +4.4% | -6.1% | -2.3% |
| 30D | -9.5% | +8.5% | -17.9% | -10.5% |
| 3M | -26.5% | +10.8% | -37.2% | -27.6% |
| 6M | -27.4% | +26.1% | -53.5% | -29.5% |
| YTD | -20.6% | +84.6% | -105.3% | -24.4% |
| All | -11.5% | +106.9% | -118.4% | -13.1% |
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