+523.1%
PL vs BTSG
+504.1%
+19.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -3.2% |
| 7D | +5.6% | +3.8% | +1.8% | +3.9% |
| 30D | -16.9% | +13.7% | -30.7% | -22.5% |
| 3M | -38.2% | +18.0% | -56.2% | -43.9% |
| 6M | -63.4% | +32.2% | -95.7% | -69.9% |
| YTD | -27.6% | +93.6% | -121.2% | -53.8% |
| 1Y | +6.6% | +115.9% | -109.4% | -36.4% |
| All | +523.1% | +504.1% | +19.1% | +110.3% |
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