+463.5%
BTSG vs ET
+86.7%
+376.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +2.9% | +0.6% | +2.2% | +2.6% |
| 30D | +0.9% | +5.3% | -4.4% | -0.9% |
| 3M | +1.6% | +15.6% | -14.0% | -3.8% |
| 6M | +46.8% | +20.6% | +26.2% | +35.4% |
| YTD | +65.5% | +38.5% | +27.0% | +42.7% |
| 1Y | +136.2% | +35.7% | +100.5% | +105.4% |
| All | +463.5% | +86.7% | +376.8% | +393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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