+547.4%
BTSG vs DD
+99.9%
+447.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +6.0% | +5.0% | +1.1% | +4.3% |
| 30D | +12.4% | +19.7% | -7.3% | +6.0% |
| 3M | +18.2% | +7.2% | +11.0% | +15.5% |
| 6M | +26.0% | +1.0% | +25.0% | +25.2% |
| YTD | +90.1% | +29.1% | +61.0% | +73.9% |
| 1Y | +124.3% | +28.5% | +95.8% | +105.3% |
| All | +547.4% | +99.9% | +447.5% | +415.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling