+69.9%
PR vs BTSG
+116.8%
-47.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -3.9% | +1.1% |
| 7D | -9.5% | +3.8% | -13.3% | -9.4% |
| 30D | -5.7% | +13.7% | -19.4% | -5.0% |
| 3M | +3.0% | +18.0% | -15.0% | +4.1% |
| 6M | +11.8% | +32.2% | -20.4% | +12.8% |
| YTD | +58.5% | +93.6% | -35.1% | +58.8% |
| 1Y | +69.9% | +115.9% | -46.1% | +68.9% |
| All | +69.9% | +116.8% | -47.0% | +68.9% |
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