+152.1%
BTSG vs DD
+41.5%
+110.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +2.7% | -3.5% | +6.2% | +3.7% |
| 30D | -3.6% | -10.3% | +6.7% | -0.6% |
| 3M | +5.8% | -7.5% | +13.3% | +8.0% |
| 6M | +44.7% | -8.0% | +52.7% | +47.1% |
| YTD | +62.2% | +10.5% | +51.7% | +60.9% |
| 1Y | +152.1% | +38.3% | +113.8% | +145.1% |
| All | +152.1% | +41.5% | +110.6% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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