+10.3%
P vs BTSG
+116.8%
-106.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.7% | -2.3% |
| 7D | -13.3% | +3.8% | -17.1% | -14.1% |
| 30D | -34.0% | +13.7% | -47.7% | -36.1% |
| 3M | +4.1% | +18.0% | -13.9% | -0.8% |
| 6M | +30.5% | +32.2% | -1.7% | +14.8% |
| YTD | +52.2% | +93.6% | -41.4% | +10.9% |
| 1Y | +10.3% | +115.9% | -105.7% | -21.2% |
| All | +10.3% | +116.8% | -106.6% | -21.2% |
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 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