-5.0%
IR vs BTSG
+421.3%
-426.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.7% | -2.2% |
| 7D | +0.6% | +5.7% | -5.1% | -0.4% |
| 30D | -13.6% | +0.2% | -13.8% | -13.8% |
| 3M | +3.7% | +5.6% | -2.0% | +1.8% |
| 6M | -13.1% | +50.8% | -63.8% | -20.6% |
| YTD | -5.1% | +67.0% | -72.2% | -15.1% |
| 1Y | -6.5% | +145.5% | -152.0% | -22.3% |
| All | -5.0% | +421.3% | -426.4% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling