+26.1%
O vs BTSG
+495.4%
-469.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -0.4% | +8.5% | -8.9% | -0.6% |
| 30D | +8.3% | +14.0% | -5.8% | +7.9% |
| 3M | -4.0% | +19.7% | -23.7% | -4.4% |
| 6M | -2.6% | +28.7% | -31.4% | -3.4% |
| YTD | +9.9% | +90.8% | -80.9% | +7.5% |
| 1Y | +9.8% | +112.4% | -102.6% | +6.9% |
| All | +26.1% | +495.4% | -469.3% | +15.4% |
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