-25.8%
TE vs BTSG
+111.7%
-137.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | +3.8% | +17.4% | -13.6% | -4.4% |
| 30D | -26.2% | +12.6% | -38.8% | -30.5% |
| 3M | -49.7% | +11.2% | -60.9% | -52.5% |
| 6M | -46.5% | +30.4% | -76.8% | -55.6% |
| YTD | -59.1% | +86.4% | -145.5% | -74.4% |
| 1Y | -25.8% | +117.9% | -143.7% | -61.2% |
| All | -25.8% | +111.7% | -137.5% | -61.2% |
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