-9.3%
T vs BTSG
+48.5%
-57.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -2.0% |
| 7D | -1.3% | +2.7% | -4.0% | -1.1% |
| 30D | +11.4% | -3.6% | +15.0% | +11.1% |
| 3M | +14.3% | +5.8% | +8.5% | +15.2% |
| 6M | -9.3% | +44.7% | -54.0% | -5.3% |
| All | -9.3% | +48.5% | -57.7% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling