+152.9%
P vs BTSG
+476.3%
-323.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.3% | +5.6% |
| 7D | -9.6% | +4.4% | -14.0% | -10.2% |
| 30D | -33.4% | +8.5% | -41.9% | -34.6% |
| 3M | +14.2% | +10.8% | +3.4% | +11.3% |
| 6M | +31.6% | +26.1% | +5.5% | +23.1% |
| YTD | +53.5% | +84.6% | -31.2% | +30.7% |
| 1Y | +14.2% | +108.7% | -94.5% | -5.3% |
| All | +152.9% | +476.3% | -323.4% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling