+27.3%
BAC vs BTSG
+147.4%
-120.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.5% |
| 7D | +0.6% | +2.9% | -2.3% | +0.4% |
| 30D | -1.4% | +0.9% | -2.2% | -1.5% |
| 3M | +15.7% | +1.6% | +14.1% | +15.0% |
| 6M | +32.2% | +46.8% | -14.6% | +24.8% |
| YTD | +15.8% | +65.5% | -49.8% | +7.7% |
| 1Y | +27.3% | +136.2% | -109.0% | +16.4% |
| All | +27.3% | +147.4% | -120.1% | +16.4% |
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 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