+24.3%
DOW vs BTSG
+110.1%
-85.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.6% | +7.4% | +0.5% |
| 7D | -2.4% | -5.8% | +3.4% | -2.6% |
| 30D | -4.1% | 0.0% | -4.1% | -4.0% |
| 3M | -12.4% | -4.5% | -8.0% | -13.2% |
| 6M | -10.6% | +40.0% | -50.6% | -14.1% |
| YTD | +31.1% | +54.6% | -23.5% | +23.1% |
| All | +24.3% | +110.1% | -85.8% | +9.6% |
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 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