-2.5%
LOW vs BTSG
+389.4%
-391.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -3.7% | -3.3% | -0.4% | -3.4% |
| 30D | -8.9% | -1.6% | -7.3% | -8.8% |
| 3M | -10.4% | -6.9% | -3.5% | -10.2% |
| 6M | -19.4% | +42.1% | -61.5% | -23.8% |
| YTD | -17.1% | +56.8% | -73.9% | -22.8% |
| 1Y | -26.3% | +109.8% | -136.1% | -34.3% |
| All | -2.5% | +389.4% | -391.9% | -23.7% |
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