+78.2%
DE vs BTSG
+382.3%
-304.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.6% | +6.7% | +0.9% |
| 7D | -2.4% | -5.8% | +3.4% | -1.7% |
| 30D | +9.7% | 0.0% | +9.7% | +9.6% |
| 3M | +21.4% | -4.5% | +25.8% | +21.5% |
| 6M | +15.0% | +40.0% | -25.0% | +9.3% |
| YTD | +46.4% | +54.6% | -8.1% | +37.2% |
| 1Y | +45.6% | +106.1% | -60.5% | +31.0% |
| All | +78.2% | +382.3% | -304.1% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling