+118.9%
BTI vs BTSG
+416.6%
-297.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | -2.4% | +2.9% | -5.3% | -2.5% |
| 30D | -4.8% | +0.9% | -5.6% | -4.8% |
| 3M | -8.1% | +1.6% | -9.7% | -8.2% |
| 6M | -4.2% | +46.8% | -51.0% | -5.2% |
| YTD | -1.3% | +65.5% | -66.8% | -2.6% |
| 1Y | +2.1% | +136.2% | -134.1% | -0.3% |
| All | +118.9% | +416.6% | -297.7% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling