+69.6%
D vs BTSG
+505.2%
-435.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -2.4% | +4.0% | -6.5% | -2.5% |
| 30D | +9.0% | +15.3% | -6.3% | +8.4% |
| 3M | +1.0% | +25.4% | -24.5% | +0.2% |
| 6M | +11.0% | +31.9% | -20.9% | +9.6% |
| YTD | +19.8% | +93.9% | -74.1% | +15.8% |
| 1Y | +16.0% | +114.2% | -98.2% | +11.3% |
| All | +69.6% | +505.2% | -435.6% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling