+177.8%
C vs BTSG
+416.6%
-238.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +2.6% | +2.9% | -0.3% | +1.9% |
| 30D | +1.9% | +0.9% | +1.0% | +1.5% |
| 3M | +2.8% | +1.6% | +1.2% | +1.5% |
| 6M | +30.6% | +46.8% | -16.2% | +17.0% |
| YTD | +19.9% | +65.5% | -45.7% | +4.1% |
| 1Y | +44.6% | +136.2% | -91.7% | +14.4% |
| All | +177.8% | +416.6% | -238.7% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling