+3.3%
BA vs BTSG
+406.1%
-402.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.1% |
| 7D | +1.2% | +2.7% | -1.5% | +0.6% |
| 30D | -11.6% | -3.6% | -8.0% | -11.1% |
| 3M | -2.4% | +5.8% | -8.2% | -4.2% |
| 6M | -6.6% | +44.7% | -51.4% | -14.6% |
| YTD | -2.2% | +62.2% | -64.4% | -13.0% |
| 1Y | -8.0% | +152.1% | -160.1% | -26.3% |
| All | +3.3% | +406.1% | -402.8% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling