-5.8%
TDG vs BTSG
+111.7%
-117.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +7.1% | +17.4% | -10.3% | +6.0% |
| 30D | +11.4% | +12.6% | -1.2% | +10.6% |
| 3M | -4.6% | +11.2% | -15.8% | -5.2% |
| 6M | +5.8% | +30.4% | -24.5% | +1.9% |
| YTD | -8.5% | +86.4% | -94.9% | -16.2% |
| 1Y | -5.8% | +117.9% | -123.7% | -13.4% |
| All | -5.8% | +111.7% | -117.5% | -13.4% |
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