+99.9%
BAC vs BTSG
+406.1%
-306.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.1% |
| 7D | +1.1% | +2.7% | -1.6% | +0.7% |
| 30D | -0.4% | -3.6% | +3.2% | 0.0% |
| 3M | +16.9% | +5.8% | +11.1% | +14.8% |
| 6M | +26.6% | +44.7% | -18.1% | +16.7% |
| YTD | +15.8% | +62.2% | -46.4% | +4.2% |
| 1Y | +27.2% | +152.1% | -124.9% | +4.5% |
| All | +99.9% | +406.1% | -306.2% | +40.1% |
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 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