+117.9%
BTSG vs DD
+49.3%
+68.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | +17.4% | +8.7% | +8.7% | +14.1% |
| 30D | +12.6% | +15.3% | -2.8% | +7.2% |
| 3M | +11.2% | +5.9% | +5.3% | +9.1% |
| 6M | +30.4% | +11.6% | +18.8% | +25.4% |
| YTD | +86.4% | +26.5% | +59.8% | +69.3% |
| 1Y | +117.9% | +35.4% | +82.5% | +91.2% |
| All | +117.9% | +49.3% | +68.6% | +91.2% |
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