+426.2%
BTSG vs DTE
+40.2%
+386.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.4% | -6.4% |
| 7D | -5.8% | -2.0% | -3.8% | -5.3% |
| 30D | 0.0% | -2.4% | +2.4% | +0.5% |
| 3M | -4.5% | -7.3% | +2.8% | -3.2% |
| 6M | +40.0% | -7.6% | +47.6% | +41.8% |
| YTD | +54.6% | +5.8% | +48.7% | +50.4% |
| 1Y | +106.1% | +2.3% | +103.8% | +102.8% |
| All | +426.2% | +40.2% | +386.0% | +365.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling