-7.0%
IR vs BTSG
+416.6%
-423.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.5% |
| 6M | -15.0% | +46.8% | -61.8% | -22.0% |
| YTD | -7.1% | +65.5% | -72.6% | -16.7% |
| 1Y | -7.5% | +136.2% | -143.8% | -22.6% |
| All | -7.0% | +416.6% | -423.6% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling