+273.2%
FTI vs BTSG
+382.3%
-109.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.6% | +3.8% | -2.1% |
| 7D | -5.6% | -5.8% | +0.2% | -5.0% |
| 30D | +0.4% | 0.0% | +0.4% | +0.4% |
| 3M | +8.1% | -4.5% | +12.6% | +7.5% |
| 6M | +16.7% | +40.0% | -23.3% | +8.7% |
| YTD | +70.0% | +54.6% | +15.4% | +55.5% |
| 1Y | +85.4% | +106.1% | -20.7% | +61.6% |
| All | +273.2% | +382.3% | -109.1% | +197.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling