+36.6%
BP vs BTSG
+111.7%
-75.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -8.4% | +17.4% | -25.8% | -6.9% |
| 30D | +2.2% | +12.6% | -10.4% | +3.5% |
| 3M | +8.8% | +11.2% | -2.4% | +10.1% |
| 6M | -0.5% | +30.4% | -30.9% | +1.7% |
| YTD | +36.2% | +86.4% | -50.2% | +39.3% |
| 1Y | +36.6% | +117.9% | -81.4% | +38.8% |
| All | +36.6% | +111.7% | -75.1% | +38.8% |
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