-99.1%
DFNS vs BTSG
+389.4%
-488.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.1% |
| 7D | -6.3% | -3.3% | -3.1% | -7.2% |
| 30D | -74.0% | -1.6% | -72.4% | -73.9% |
| 3M | -70.1% | -6.9% | -63.3% | -72.9% |
| 6M | -93.9% | +42.1% | -136.0% | -92.9% |
| YTD | -98.1% | +56.8% | -154.9% | -97.6% |
| 1Y | -98.3% | +109.8% | -208.1% | -97.3% |
| All | -99.1% | +389.4% | -488.5% | -98.1% |
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