+67.1%
T vs BTSG
+382.3%
-315.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.6% | +8.2% | +1.6% |
| 7D | -2.4% | -5.8% | +3.3% | -2.5% |
| 30D | +4.3% | 0.0% | +4.3% | +4.3% |
| 3M | +11.6% | -4.5% | +16.0% | +11.4% |
| 6M | -5.6% | +40.0% | -45.6% | -6.1% |
| YTD | +6.6% | +54.6% | -48.0% | +5.6% |
| 1Y | -8.4% | +106.1% | -114.5% | -10.0% |
| All | +67.1% | +382.3% | -315.2% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling