+1,927.8%
BE vs BTSG
+406.1%
+1,521.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +8.0% |
| 7D | +20.0% | +2.7% | +17.3% | +18.3% |
| 30D | +7.9% | -3.6% | +11.5% | +9.7% |
| 3M | -13.2% | +5.8% | -19.0% | -17.1% |
| 6M | +53.5% | +44.7% | +8.7% | +22.6% |
| YTD | +191.0% | +62.2% | +128.9% | +117.7% |
| 1Y | +360.5% | +152.1% | +208.4% | +178.3% |
| All | +1,927.8% | +406.1% | +1,521.7% | +664.3% |
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 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