+507.0%
PL vs BTSG
+495.4%
+11.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.2% |
| 7D | +22.3% | +8.5% | +13.8% | +17.4% |
| 30D | -8.3% | +14.0% | -22.4% | -14.6% |
| 3M | -43.3% | +19.7% | -63.0% | -48.8% |
| 6M | -65.8% | +28.7% | -94.6% | -71.5% |
| YTD | -29.5% | +90.8% | -120.3% | -54.7% |
| 1Y | +11.7% | +112.4% | -100.7% | -32.6% |
| All | +507.0% | +495.4% | +11.6% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling