+124.3%
BTSG vs DD
+27.9%
+96.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +6.0% | +5.0% | +1.1% | +4.2% |
| 30D | +12.4% | +19.7% | -7.3% | +5.8% |
| 3M | +18.2% | +7.2% | +11.0% | +15.6% |
| 6M | +26.0% | +1.0% | +25.0% | +24.8% |
| YTD | +90.1% | +29.1% | +61.0% | +72.4% |
| 1Y | +124.3% | +28.5% | +95.8% | +103.9% |
| All | +124.3% | +27.9% | +96.4% | +103.9% |
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