-98.4%
BTTC vs SPY
+14.7%
-113.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -7.8% | -0.4% | -7.4% | -7.7% |
| 30D | -51.1% | -1.4% | -49.7% | -50.9% |
| 3M | -56.7% | +3.7% | -60.4% | -57.5% |
| 6M | -74.0% | +13.0% | -87.0% | -75.6% |
| YTD | -76.6% | +12.4% | -89.0% | -79.0% |
| All | -98.4% | +14.7% | -113.0% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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