+25.2%
O vs BTSG
+493.4%
-468.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.4% | +6.0% | -6.4% | -0.5% |
| 30D | +7.1% | +12.4% | -5.3% | +6.8% |
| 3M | -5.2% | +18.2% | -23.5% | -5.7% |
| 6M | -1.8% | +26.0% | -27.8% | -2.5% |
| YTD | +9.1% | +90.1% | -81.1% | +6.7% |
| 1Y | +9.7% | +124.3% | -114.6% | +6.4% |
| All | +25.2% | +493.4% | -468.3% | +14.5% |
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 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