-59.3%
OPEN vs BTSG
+505.2%
-564.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | -31.1% | +4.0% | -35.1% | -31.8% |
| 30D | -34.7% | +15.3% | -49.9% | -37.4% |
| 3M | -61.9% | +25.4% | -87.3% | -64.5% |
| 6M | -71.9% | +31.9% | -103.7% | -74.5% |
| YTD | -76.6% | +93.9% | -170.5% | -81.3% |
| 1Y | -83.9% | +114.2% | -198.1% | -87.5% |
| All | -59.3% | +505.2% | -564.4% | -82.7% |
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 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