+30.7%
F vs BTSG
+476.3%
-445.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | +0.2% |
| 7D | -0.6% | +4.4% | -5.0% | -1.4% |
| 30D | +2.9% | +8.5% | -5.6% | +1.4% |
| 3M | -9.5% | +10.8% | -20.2% | -11.3% |
| 6M | +4.0% | +26.1% | -22.1% | -1.2% |
| YTD | -1.3% | +84.6% | -85.9% | -12.8% |
| 1Y | -1.9% | +108.7% | -110.6% | -15.3% |
| All | +30.7% | +476.3% | -445.5% | -6.3% |
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