-14.4%
BN vs BTSG
+119.4%
-133.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | -0.2% |
| 7D | -5.9% | -5.8% | -0.1% | -5.0% |
| 30D | -15.1% | 0.0% | -15.0% | -15.2% |
| 3M | -14.6% | -4.5% | -10.1% | -15.7% |
| 6M | -8.4% | +40.0% | -48.4% | -19.4% |
| YTD | -16.8% | +54.6% | -71.4% | -29.1% |
| 1Y | -14.4% | +106.1% | -120.5% | -33.7% |
| All | -14.4% | +119.4% | -133.7% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling