+426.2%
BTSG vs TLN
+373.5%
+52.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.5% | -4.1% | -6.1% |
| 7D | -5.8% | +2.0% | -7.7% | -6.1% |
| 30D | 0.0% | -12.9% | +12.9% | +2.5% |
| 3M | -4.5% | -7.4% | +3.0% | -3.9% |
| 6M | +40.0% | -6.0% | +46.1% | +39.6% |
| YTD | +54.6% | -16.9% | +71.4% | +56.6% |
| 1Y | +106.1% | -22.6% | +128.8% | +110.6% |
| All | +426.2% | +373.5% | +52.7% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling