-16.4%
OPEN vs BTSG
+382.3%
-398.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.6% | 0.0% | -4.8% |
| 7D | -10.5% | -5.8% | -4.8% | -9.0% |
| 30D | -21.8% | 0.0% | -21.8% | -22.0% |
| 3M | -37.5% | -4.5% | -33.0% | -37.3% |
| 6M | -44.1% | +40.0% | -84.1% | -50.7% |
| YTD | -52.0% | +54.6% | -106.5% | -59.0% |
| 1Y | -52.2% | +106.1% | -158.3% | -62.2% |
| All | -16.4% | +382.3% | -398.8% | -61.9% |
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