+691.3%
PL vs BTSG
+406.1%
+285.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -0.7% |
| 7D | -9.3% | +2.7% | -12.0% | -10.7% |
| 30D | -18.9% | -3.6% | -15.3% | -17.8% |
| 3M | -58.4% | +5.8% | -64.2% | -61.1% |
| 6M | -30.3% | +44.7% | -75.0% | -46.8% |
| YTD | -8.1% | +62.2% | -70.3% | -35.4% |
| 1Y | +180.5% | +152.1% | +28.4% | +49.0% |
| All | +691.3% | +406.1% | +285.2% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling