-11.5%
ON vs BTSG
+22.9%
-34.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.5% |
| 7D | +17.0% | +8.5% | +8.5% | +15.1% |
| 30D | -3.9% | +14.0% | -17.9% | -3.4% |
| 3M | -11.5% | +19.7% | -31.2% | -12.5% |
| All | -11.5% | +22.9% | -34.4% | -12.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling