+64.5%
T vs BTSG
+416.6%
-352.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.8% |
| 7D | -3.1% | +2.9% | -6.0% | -3.1% |
| 30D | +4.6% | +0.9% | +3.7% | +4.6% |
| 3M | +12.2% | +1.6% | +10.6% | +12.1% |
| 6M | -6.5% | +46.8% | -53.2% | -6.9% |
| YTD | +4.9% | +65.5% | -60.6% | +4.0% |
| 1Y | -10.5% | +136.2% | -146.7% | -12.2% |
| All | +64.5% | +416.6% | -352.1% | +54.7% |
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