-8.2%
IR vs BTSG
+134.9%
-143.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -1.9% | +2.9% | -4.8% | -2.4% |
| 30D | -15.0% | +0.9% | -15.9% | -15.3% |
| 3M | -0.4% | +1.6% | -2.0% | -2.0% |
| 6M | -15.0% | +46.8% | -61.8% | -23.6% |
| YTD | -7.1% | +65.5% | -72.6% | -18.9% |
| All | -8.2% | +134.9% | -143.2% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling