+448.0%
PL vs BTSG
+459.6%
-11.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.0% | +8.4% | +9.4% |
| 7D | -6.8% | +0.4% | -7.2% | -6.7% |
| 30D | -29.3% | +5.3% | -34.5% | -31.4% |
| 3M | -44.8% | +10.8% | -55.6% | -48.2% |
| 6M | -68.4% | +27.3% | -95.7% | -73.5% |
| YTD | -36.4% | +79.3% | -115.7% | -57.8% |
| 1Y | +0.7% | +106.0% | -105.3% | -38.6% |
| All | +448.0% | +459.6% | -11.5% | +92.3% |
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 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