+1,972.9%
BE vs BTSG
+382.3%
+1,590.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.6% | +2.6% | -0.3% |
| 7D | +9.7% | -5.8% | +15.5% | +13.5% |
| 30D | +22.4% | 0.0% | +22.4% | +22.3% |
| 3M | +10.4% | -4.5% | +14.8% | +11.8% |
| 6M | +67.9% | +40.0% | +27.8% | +36.7% |
| YTD | +197.5% | +54.6% | +142.9% | +128.8% |
| 1Y | +310.6% | +106.1% | +204.4% | +174.0% |
| All | +1,972.9% | +382.3% | +1,590.6% | +703.3% |
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 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