-16.5%
BA vs BTSG
+493.4%
-509.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.1% | +6.0% | -7.1% | -2.2% |
| 30D | -7.1% | +12.4% | -19.5% | -9.4% |
| 3M | -25.5% | +18.2% | -43.8% | -28.3% |
| 6M | -28.7% | +26.0% | -54.8% | -32.8% |
| YTD | -21.0% | +90.1% | -111.2% | -32.1% |
| 1Y | -11.9% | +124.3% | -136.1% | -27.2% |
| All | -16.5% | +493.4% | -509.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling