-32.8%
BAX vs BTSG
+421.3%
-454.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.0% | -6.8% | -4.3% |
| 7D | -2.4% | +5.7% | -8.2% | -3.4% |
| 30D | -9.7% | +0.2% | -9.9% | -9.9% |
| 3M | +29.3% | +5.6% | +23.6% | +27.3% |
| 6M | +40.7% | +50.8% | -10.1% | +29.5% |
| YTD | +30.3% | +67.0% | -36.8% | +18.1% |
| 1Y | +3.4% | +145.5% | -142.1% | -10.8% |
| All | -32.8% | +421.3% | -454.1% | -48.3% |
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