+180.5%
PL vs BTSG
+152.4%
+28.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -0.8% |
| 7D | -9.3% | +2.7% | -12.0% | -10.4% |
| 30D | -18.9% | -3.6% | -15.3% | -17.9% |
| 3M | -58.4% | +5.8% | -64.2% | -61.3% |
| 6M | -30.3% | +44.7% | -75.0% | -46.7% |
| YTD | -8.1% | +62.2% | -70.3% | -37.3% |
| 1Y | +180.5% | +152.1% | +28.4% | +27.7% |
| All | +180.5% | +152.4% | +28.1% | +27.7% |
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