+433.9%
BTSG vs BTG
+114.5%
+319.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -3.3% | -3.8% | +0.5% | -2.9% |
| 30D | -1.6% | +3.6% | -5.2% | -2.1% |
| 3M | -6.9% | +32.0% | -38.9% | -10.2% |
| 6M | +42.1% | +3.4% | +38.7% | +39.7% |
| YTD | +56.8% | +20.8% | +36.0% | +51.8% |
| 1Y | +109.8% | +22.4% | +87.4% | +100.9% |
| All | +433.9% | +114.5% | +319.4% | +394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling