+47.6%
ON vs BTSG
+111.7%
-64.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.8% | +17.4% | -23.2% | -10.8% |
| 30D | -17.1% | +12.6% | -29.7% | -20.3% |
| 3M | -11.8% | +11.2% | -23.0% | -15.4% |
| 6M | -30.2% | +30.4% | -60.6% | -37.2% |
| YTD | +31.6% | +86.4% | -54.8% | +7.4% |
| 1Y | +47.6% | +117.9% | -70.4% | +14.7% |
| All | +47.6% | +111.7% | -64.2% | +14.7% |
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