+46.2%
F vs BTSG
+421.3%
-375.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.0% | -7.3% | -4.8% |
| 7D | +1.2% | +5.7% | -4.6% | +0.2% |
| 30D | +1.2% | +0.2% | +1.0% | +1.0% |
| 3M | -5.7% | +5.6% | -11.3% | -7.5% |
| 6M | +17.9% | +50.8% | -32.8% | +8.4% |
| YTD | +10.4% | +67.0% | -56.6% | -0.6% |
| 1Y | +25.3% | +145.5% | -120.2% | +5.2% |
| All | +46.2% | +421.3% | -375.2% | +6.7% |
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