+2.7%
META vs BTSG
+110.2%
-107.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +3.1% | +8.5% | -5.4% | +2.3% |
| 30D | -18.2% | +14.0% | -32.3% | -19.1% |
| 3M | +7.8% | +19.7% | -11.9% | +6.2% |
| 6M | +3.6% | +28.7% | -25.1% | -3.1% |
| YTD | -5.3% | +90.8% | -96.1% | -19.0% |
| 1Y | +2.7% | +112.4% | -109.7% | -13.8% |
| All | +2.7% | +110.2% | -107.5% | -13.8% |
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