+7.3%
PL vs BTSG
+106.9%
-99.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +3.0% | +11.5% | +13.5% |
| 7D | +10.9% | +4.4% | +6.5% | +9.8% |
| 30D | -16.4% | +8.5% | -24.8% | -18.1% |
| 3M | -39.9% | +10.8% | -50.7% | -41.7% |
| 6M | -63.2% | +26.1% | -89.3% | -67.2% |
| YTD | -27.1% | +84.6% | -111.8% | -49.8% |
| All | +7.3% | +106.9% | -99.5% | -31.0% |
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