-23.1%
DT vs BTSG
+493.4%
-516.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +3.1% | +6.0% | -2.9% | +2.4% |
| 30D | -29.5% | +12.4% | -41.9% | -30.6% |
| 3M | -11.7% | +18.2% | -30.0% | -13.8% |
| 6M | +29.0% | +26.0% | +3.0% | +23.5% |
| YTD | +3.4% | +90.1% | -86.8% | -8.1% |
| 1Y | -4.2% | +124.3% | -128.5% | -17.2% |
| All | -23.1% | +493.4% | -516.5% | -45.1% |
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