+433.9%
BTSG vs TRU
+13.3%
+420.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | -3.3% | -2.7% | -0.6% | -2.7% |
| 30D | -1.6% | -2.0% | +0.5% | -1.3% |
| 3M | -6.9% | +18.4% | -25.3% | -11.6% |
| 6M | +42.1% | +8.9% | +33.2% | +37.2% |
| YTD | +56.8% | -8.9% | +65.8% | +58.5% |
| 1Y | +109.8% | -15.9% | +125.7% | +116.8% |
| All | +433.9% | +13.3% | +420.6% | +454.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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