+426.2%
BTSG vs BTG
+112.9%
+313.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.2% | -3.4% | -6.3% |
| 7D | -5.8% | -5.8% | 0.0% | -5.2% |
| 30D | 0.0% | +5.7% | -5.7% | -0.8% |
| 3M | -4.5% | +38.1% | -42.6% | -8.3% |
| 6M | +40.0% | +0.3% | +39.7% | +38.0% |
| YTD | +54.6% | +19.9% | +34.7% | +49.7% |
| 1Y | +106.1% | +24.6% | +81.5% | +97.0% |
| All | +426.2% | +112.9% | +313.3% | +388.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling