+426.2%
BTSG vs DD
+65.5%
+360.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.2% | -6.5% |
| 7D | -5.8% | -2.9% | -2.9% | -4.9% |
| 30D | 0.0% | -11.5% | +11.5% | +4.1% |
| 3M | -4.5% | -5.4% | +0.9% | -2.7% |
| 6M | +40.0% | -6.9% | +46.9% | +42.8% |
| YTD | +54.6% | +6.9% | +47.7% | +50.4% |
| 1Y | +106.1% | +35.6% | +70.5% | +84.7% |
| All | +426.2% | +65.5% | +360.7% | +346.0% |
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