-35.9%
DOW vs BTSG
+421.3%
-457.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.2% |
| 7D | -2.9% | +5.7% | -8.7% | -3.3% |
| 30D | +2.0% | +0.2% | +1.7% | +1.9% |
| 3M | -12.5% | +5.6% | -18.2% | -13.7% |
| 6M | -9.2% | +50.8% | -60.0% | -14.6% |
| YTD | +30.8% | +67.0% | -36.3% | +21.1% |
| 1Y | +29.4% | +145.5% | -116.1% | +13.3% |
| All | -35.9% | +421.3% | -457.2% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling