+26.0%
C vs BTSG
+111.7%
-85.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +1.1% | +17.4% | -16.3% | -1.2% |
| 30D | -2.4% | +12.6% | -15.0% | -4.0% |
| 3M | -8.4% | +11.2% | -19.6% | -9.8% |
| 6M | +0.3% | +30.4% | -30.0% | -5.6% |
| YTD | +9.1% | +86.4% | -77.3% | -6.9% |
| 1Y | +26.0% | +117.9% | -91.9% | +3.6% |
| All | +26.0% | +111.7% | -85.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling