+62.2%
D vs BTSG
+416.6%
-354.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | -0.4% | +2.9% | -3.3% | -0.5% |
| 30D | -2.1% | +0.9% | -3.0% | -2.1% |
| 3M | -0.7% | +1.6% | -2.4% | -1.0% |
| 6M | +5.6% | +46.8% | -41.2% | +3.4% |
| YTD | +14.6% | +65.5% | -51.0% | +11.4% |
| 1Y | +15.3% | +136.2% | -120.9% | +9.3% |
| All | +62.2% | +416.6% | -354.4% | +41.3% |
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