+2,059.4%
BE vs BTSG
+416.6%
+1,642.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.4% |
| 7D | +23.9% | +2.9% | +21.0% | +22.1% |
| 30D | +27.8% | +0.9% | +27.0% | +26.9% |
| 3M | +3.7% | +1.6% | +2.1% | +1.6% |
| 6M | +78.0% | +46.8% | +31.2% | +41.0% |
| YTD | +209.9% | +65.5% | +144.4% | +129.4% |
| 1Y | +389.6% | +136.2% | +253.4% | +205.3% |
| All | +2,059.4% | +416.6% | +1,642.8% | +705.6% |
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 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