+68.0%
T vs BTSG
+406.1%
-338.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.9% |
| 7D | -1.3% | +2.7% | -4.0% | -1.3% |
| 30D | +11.4% | -3.6% | +15.0% | +11.4% |
| 3M | +14.3% | +5.8% | +8.5% | +14.1% |
| 6M | -9.3% | +44.7% | -54.0% | -9.7% |
| YTD | +7.1% | +62.2% | -55.1% | +6.2% |
| 1Y | -9.1% | +152.1% | -161.2% | -11.1% |
| All | +68.0% | +406.1% | -338.1% | +58.0% |
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