+23.1%
C vs BTSG
+110.2%
-87.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +4.7% | +8.5% | -3.8% | +3.5% |
| 30D | +0.2% | +14.0% | -13.9% | -1.6% |
| 3M | -9.3% | +19.7% | -29.1% | -11.8% |
| 6M | -0.8% | +28.7% | -29.6% | -6.3% |
| YTD | +8.5% | +90.8% | -82.3% | -8.0% |
| 1Y | +23.1% | +112.4% | -89.3% | +1.7% |
| All | +23.1% | +110.2% | -87.1% | +1.7% |
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