+37.9%
BAX vs BTSG
+110.2%
-72.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | +0.4% | +8.5% | -8.1% | -1.4% |
| 30D | +3.4% | +14.0% | -10.6% | +0.6% |
| 3M | -4.5% | +19.7% | -24.2% | -8.4% |
| 6M | +44.0% | +28.7% | +15.3% | +31.8% |
| YTD | +34.9% | +90.8% | -55.9% | +5.7% |
| 1Y | +37.9% | +112.4% | -74.5% | +3.4% |
| All | +37.9% | +110.2% | -72.3% | +3.4% |
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