+503.1%
PL vs BTSG
+493.4%
+9.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +10.0% | +6.0% | +4.0% | +6.8% |
| 30D | -2.3% | +12.4% | -14.7% | -8.2% |
| 3M | -44.2% | +18.2% | -62.4% | -49.3% |
| 6M | -66.1% | +26.0% | -92.1% | -71.3% |
| YTD | -30.0% | +90.1% | -120.1% | -54.9% |
| 1Y | +21.0% | +124.3% | -103.2% | -29.7% |
| All | +503.1% | +493.4% | +9.6% | +105.4% |
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