+26.7%
O vs BTSG
+416.6%
-389.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | -2.3% | +2.9% | -5.1% | -2.3% |
| 30D | -2.4% | +0.9% | -3.3% | -2.5% |
| 3M | -0.6% | +1.6% | -2.2% | -0.8% |
| 6M | -5.0% | +46.8% | -51.8% | -6.2% |
| YTD | +10.4% | +65.5% | -55.1% | +8.4% |
| 1Y | +6.6% | +136.2% | -129.7% | +3.0% |
| All | +26.7% | +416.6% | -389.9% | +16.3% |
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