+138.7%
P vs BTSG
+416.6%
-277.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | +5.0% | +2.9% | +2.1% | +4.3% |
| 30D | -0.9% | +0.9% | -1.8% | -1.4% |
| 3M | +38.7% | +1.6% | +37.0% | +36.9% |
| 6M | +54.4% | +46.8% | +7.6% | +38.4% |
| YTD | +44.8% | +65.5% | -20.7% | +26.5% |
| 1Y | +22.5% | +136.2% | -113.7% | -0.6% |
| All | +138.7% | +416.6% | -277.9% | +97.1% |
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