+37.3%
BBY vs BTSG
+389.4%
-352.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.8% |
| 7D | +0.6% | -3.3% | +3.9% | +1.1% |
| 30D | +9.4% | -1.6% | +11.0% | +9.6% |
| 3M | +19.3% | -6.9% | +26.2% | +19.8% |
| 6M | +47.9% | +42.1% | +5.8% | +37.2% |
| YTD | +39.6% | +56.8% | -17.3% | +26.7% |
| 1Y | +22.2% | +109.8% | -87.6% | +5.1% |
| All | +37.3% | +389.4% | -352.2% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling