+22.5%
P vs BTSG
+147.4%
-124.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | +5.0% | +2.9% | +2.1% | +4.0% |
| 30D | -0.9% | +0.9% | -1.8% | -1.5% |
| 3M | +38.7% | +1.6% | +37.0% | +34.4% |
| 6M | +54.4% | +46.8% | +7.6% | +25.9% |
| YTD | +44.8% | +65.5% | -20.7% | +12.5% |
| 1Y | +22.5% | +136.2% | -113.7% | -16.1% |
| All | +22.5% | +147.4% | -124.8% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling