-30.4%
BAX vs BTSG
+495.4%
-525.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | +0.4% | +8.5% | -8.1% | -1.0% |
| 30D | +3.4% | +14.0% | -10.6% | +1.1% |
| 3M | -4.5% | +19.7% | -24.2% | -7.5% |
| 6M | +44.0% | +28.7% | +15.3% | +36.8% |
| YTD | +34.9% | +90.8% | -55.9% | +19.5% |
| 1Y | +37.9% | +112.4% | -74.5% | +20.2% |
| All | -30.4% | +495.4% | -525.8% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling