+524.9%
DELL vs BTSG
+382.3%
+142.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.6% | +1.3% | -3.2% |
| 7D | -1.9% | -5.8% | +3.9% | 0.0% |
| 30D | +14.9% | 0.0% | +14.9% | +15.0% |
| 3M | +37.2% | -4.5% | +41.7% | +38.3% |
| 6M | +254.0% | +40.0% | +214.0% | +217.9% |
| YTD | +306.1% | +54.6% | +251.6% | +255.4% |
| 1Y | +312.3% | +106.1% | +206.1% | +234.1% |
| All | +524.9% | +382.3% | +142.5% | +322.6% |
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