+33.1%
BBY vs BTSG
+416.6%
-383.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.3% |
| 7D | +1.2% | +2.9% | -1.7% | +0.7% |
| 30D | +6.8% | +0.9% | +5.9% | +6.5% |
| 3M | +18.7% | +1.6% | +17.1% | +17.5% |
| 6M | +37.3% | +46.8% | -9.5% | +26.7% |
| YTD | +35.3% | +65.5% | -30.2% | +21.7% |
| 1Y | +20.7% | +136.2% | -115.6% | +1.7% |
| All | +33.1% | +416.6% | -383.5% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling