+142.5%
INTC vs BTSG
+421.3%
-278.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.0% | +6.0% | +7.9% |
| 7D | +17.4% | +5.7% | +11.7% | +15.1% |
| 30D | +2.8% | +0.2% | +2.6% | +2.5% |
| 3M | -5.3% | +5.6% | -10.9% | -7.8% |
| 6M | +140.6% | +50.8% | +89.8% | +108.0% |
| YTD | +183.1% | +67.0% | +116.1% | +136.3% |
| 1Y | +326.8% | +145.5% | +181.2% | +212.8% |
| All | +142.5% | +421.3% | -278.8% | +28.4% |
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