+11.7%
IR vs BTSG
+112.2%
-100.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +2.5% | +6.0% | -3.5% | +1.5% |
| 30D | +9.2% | +12.4% | -3.2% | +7.0% |
| 3M | +0.9% | +18.2% | -17.3% | -2.0% |
| 6M | +19.2% | +26.0% | -6.8% | +12.4% |
| YTD | +7.5% | +90.1% | -82.7% | -9.5% |
| 1Y | +11.7% | +124.3% | -112.5% | -12.6% |
| All | +11.7% | +112.2% | -100.5% | -12.6% |
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