+526.2%
PL vs BTSG
+505.2%
+21.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +13.4% | +4.0% | +9.3% | +11.4% |
| 30D | -10.2% | +15.3% | -25.4% | -16.8% |
| 3M | -39.5% | +25.4% | -64.9% | -46.8% |
| 6M | -65.7% | +31.9% | -97.6% | -71.7% |
| YTD | -27.3% | +93.9% | -121.2% | -53.7% |
| 1Y | +15.0% | +114.2% | -99.2% | -30.9% |
| All | +526.2% | +505.2% | +21.0% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling