+25.5%
O vs BTSG
+382.3%
-356.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.7% | -0.7% |
| 7D | -3.5% | -5.8% | +2.3% | -3.4% |
| 30D | -3.3% | 0.0% | -3.3% | -3.3% |
| 3M | -2.8% | -4.5% | +1.6% | -2.9% |
| 6M | -5.8% | +40.0% | -45.8% | -6.9% |
| YTD | +9.4% | +54.6% | -45.2% | +7.6% |
| 1Y | +5.7% | +106.1% | -100.5% | +2.6% |
| All | +25.5% | +382.3% | -356.8% | +15.5% |
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