-15.2%
BTDR vs BTSG
+113.2%
-128.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +2.7% |
| 7D | -3.4% | -3.3% | -0.1% | -1.1% |
| 30D | +32.6% | -1.6% | +34.2% | +33.4% |
| 3M | -32.2% | -6.9% | -25.3% | -29.8% |
| 6M | +52.4% | +42.1% | +10.3% | +13.9% |
| YTD | +6.7% | +56.8% | -50.1% | -24.8% |
| 1Y | -15.2% | +109.8% | -125.1% | -42.2% |
| All | -15.2% | +113.2% | -128.4% | -42.2% |
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