+7.7%
DIS vs BTSG
+116.8%
-109.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.8% | -0.2% |
| 7D | +4.4% | +3.8% | +0.6% | +4.2% |
| 30D | +10.3% | +13.7% | -3.4% | +9.5% |
| 3M | +15.5% | +18.0% | -2.4% | +14.3% |
| 6M | +11.2% | +32.2% | -21.0% | +6.7% |
| YTD | +5.6% | +93.6% | -88.0% | -5.0% |
| 1Y | +7.7% | +115.9% | -108.2% | -6.8% |
| All | +7.7% | +116.8% | -109.1% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling