+452.1%
BTSG vs DD
+71.1%
+381.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | +2.7% | -3.5% | +6.2% | +3.9% |
| 30D | -3.6% | -10.3% | +6.7% | -0.2% |
| 3M | +5.8% | -7.5% | +13.3% | +8.5% |
| 6M | +44.7% | -8.0% | +52.7% | +48.0% |
| YTD | +62.2% | +10.5% | +51.7% | +56.2% |
| 1Y | +152.1% | +38.3% | +113.8% | +124.4% |
| All | +452.1% | +71.1% | +381.0% | +362.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling