+22.6%
D vs BTSG
+111.7%
-89.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | +8.5% | +17.4% | -8.9% | +9.0% |
| 30D | +14.3% | +12.6% | +1.7% | +14.6% |
| 3M | +1.8% | +11.2% | -9.4% | +2.0% |
| 6M | +13.0% | +30.4% | -17.3% | +14.9% |
| YTD | +22.7% | +86.4% | -63.6% | +26.0% |
| 1Y | +22.6% | +117.9% | -95.3% | +24.0% |
| All | +22.6% | +111.7% | -89.1% | +24.0% |
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