-99.8%
DFNS vs BTSG
+495.4%
-595.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.6% | -17.7% | -19.7% |
| 7D | -12.7% | +8.5% | -21.2% | -11.1% |
| 30D | -65.2% | +14.0% | -79.3% | -64.2% |
| 3M | -94.6% | +19.7% | -114.3% | -94.3% |
| 6M | -96.2% | +28.7% | -125.0% | -96.1% |
| YTD | -99.6% | +90.8% | -190.4% | -99.5% |
| 1Y | -99.7% | +112.4% | -212.1% | -99.6% |
| All | -99.8% | +495.4% | -595.2% | -99.6% |
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 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