+57.4%
BTDR vs BTSG
+389.4%
-332.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +2.9% |
| 7D | -3.4% | -3.3% | -0.1% | -1.4% |
| 30D | +32.6% | -1.6% | +34.2% | +33.2% |
| 3M | -32.2% | -6.9% | -25.3% | -29.9% |
| 6M | +52.4% | +42.1% | +10.3% | +24.1% |
| YTD | +6.7% | +56.8% | -50.1% | -17.4% |
| 1Y | -15.2% | +109.8% | -125.1% | -43.4% |
| All | +57.4% | +389.4% | -332.0% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling