-7.6%
IR vs BTSG
+382.3%
-389.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +6.0% | +0.5% |
| 7D | -3.1% | -5.8% | +2.7% | -2.1% |
| 30D | -14.0% | 0.0% | -14.0% | -14.1% |
| 3M | +3.7% | -4.5% | +8.2% | +3.7% |
| 6M | -15.4% | +40.0% | -55.4% | -21.7% |
| YTD | -7.7% | +54.6% | -62.2% | -16.3% |
| 1Y | -8.8% | +106.1% | -114.9% | -21.8% |
| All | -7.6% | +382.3% | -389.9% | -29.5% |
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