+47.9%
DE vs BTSG
+152.4%
-104.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +10.0% | +2.7% | +7.3% | +9.8% |
| 30D | +13.3% | -3.6% | +17.0% | +13.6% |
| 3M | +17.5% | +5.8% | +11.7% | +17.1% |
| 6M | +13.6% | +44.7% | -31.2% | +10.2% |
| YTD | +49.8% | +62.2% | -12.4% | +44.8% |
| 1Y | +47.9% | +152.1% | -104.2% | +45.3% |
| All | +47.9% | +152.4% | -104.5% | +45.3% |
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 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