+39.4%
BP vs BTSG
+119.4%
-80.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.6% | +7.5% | +0.3% |
| 7D | +5.7% | -5.8% | +11.5% | +5.2% |
| 30D | +8.1% | 0.0% | +8.1% | +8.2% |
| 3M | +8.6% | -4.5% | +13.1% | +8.0% |
| 6M | +18.1% | +40.0% | -21.9% | +16.3% |
| YTD | +37.6% | +54.6% | -16.9% | +34.7% |
| 1Y | +39.4% | +106.1% | -66.7% | +32.3% |
| All | +39.4% | +119.4% | -80.0% | +32.3% |
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 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