+70.4%
D vs BTSG
+504.1%
-433.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.6% | 0.0% |
| 7D | +2.4% | +3.8% | -1.4% | +2.3% |
| 30D | +10.9% | +13.7% | -2.8% | +10.4% |
| 3M | +2.8% | +18.0% | -15.1% | +2.2% |
| 6M | +12.7% | +32.2% | -19.5% | +11.3% |
| YTD | +20.3% | +93.6% | -73.2% | +16.3% |
| 1Y | +17.1% | +115.9% | -98.8% | +12.4% |
| All | +70.4% | +504.1% | -433.7% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling