+35.9%
IBM vs BTSG
+406.1%
-370.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -0.3% | +2.7% | -3.0% | -0.6% |
| 30D | +0.3% | -3.6% | +3.9% | +0.7% |
| 3M | -21.6% | +5.8% | -27.4% | -23.0% |
| 6M | -4.7% | +44.7% | -49.4% | -11.9% |
| YTD | -19.1% | +62.2% | -81.2% | -26.6% |
| 1Y | -2.5% | +152.1% | -154.6% | -17.6% |
| All | +35.9% | +406.1% | -370.2% | +3.7% |
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 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