+433.9%
BTSG vs DTE
+38.3%
+395.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | -3.3% | -2.6% | -0.7% | -2.7% |
| 30D | -1.6% | -4.4% | +2.8% | -0.6% |
| 3M | -6.9% | -8.3% | +1.4% | -5.4% |
| 6M | +42.1% | -8.1% | +50.2% | +44.0% |
| YTD | +56.8% | +4.4% | +52.4% | +53.1% |
| 1Y | +109.8% | +0.2% | +109.7% | +107.5% |
| All | +433.9% | +38.3% | +395.6% | +373.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling