+99.0%
BAC vs BTSG
+421.3%
-322.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.9% |
| 7D | +1.2% | +5.7% | -4.6% | +0.3% |
| 30D | -0.7% | +0.2% | -0.9% | -0.9% |
| 3M | +16.9% | +5.6% | +11.3% | +14.9% |
| 6M | +29.6% | +50.8% | -21.2% | +18.6% |
| YTD | +15.3% | +67.0% | -51.8% | +3.3% |
| 1Y | +28.8% | +145.5% | -116.7% | +6.6% |
| All | +99.0% | +421.3% | -322.4% | +38.8% |
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