+599.7%
DELL vs BTSG
+389.4%
+210.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.5% | +10.5% | +11.5% |
| 7D | +8.2% | -3.3% | +11.5% | +9.5% |
| 30D | +17.1% | -1.6% | +18.7% | +17.7% |
| 3M | +45.2% | -6.9% | +52.1% | +47.4% |
| 6M | +286.8% | +42.1% | +244.7% | +245.8% |
| YTD | +354.8% | +56.8% | +298.0% | +296.3% |
| 1Y | +358.3% | +109.8% | +248.4% | +269.6% |
| All | +599.7% | +389.4% | +210.3% | +371.2% |
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