+48.0%
BAX vs BTSG
+111.7%
-63.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +4.1% | +17.4% | -13.3% | +0.6% |
| 30D | +9.4% | +12.6% | -3.2% | +6.7% |
| 3M | -6.5% | +11.2% | -17.7% | -8.8% |
| 6M | +59.6% | +30.4% | +29.2% | +45.1% |
| YTD | +38.9% | +86.4% | -47.5% | +10.1% |
| 1Y | +48.0% | +117.9% | -69.9% | +11.2% |
| All | +48.0% | +111.7% | -63.7% | +11.2% |
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