+1,439.6%
BE vs BTSG
+493.4%
+946.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.7% |
| 7D | +10.8% | +6.0% | +4.8% | +7.3% |
| 30D | -19.8% | +12.4% | -32.2% | -24.8% |
| 3M | -18.7% | +18.2% | -37.0% | -26.4% |
| 6M | -33.7% | +26.0% | -59.8% | -42.9% |
| YTD | +121.0% | +90.1% | +30.8% | +50.8% |
| 1Y | +85.4% | +124.3% | -38.9% | +15.7% |
| All | +1,439.6% | +493.4% | +946.2% | +429.6% |
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