-8.4%
OPEN vs BTSG
+421.3%
-429.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.6% | -3.4% |
| 7D | +1.0% | +5.7% | -4.8% | -0.6% |
| 30D | -11.9% | +0.2% | -12.1% | -12.3% |
| 3M | -28.8% | +5.6% | -34.4% | -30.6% |
| 6M | -38.6% | +50.8% | -89.4% | -47.0% |
| YTD | -47.3% | +67.0% | -114.4% | -56.0% |
| 1Y | -49.2% | +145.5% | -194.7% | -61.9% |
| All | -8.4% | +421.3% | -429.7% | -59.2% |
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