+145.2%
TE vs BTSG
+113.2%
+32.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | 0.0% |
| 7D | +0.2% | -3.3% | +3.5% | +1.9% |
| 30D | -5.9% | -1.6% | -4.3% | -5.2% |
| 3M | -45.6% | -6.9% | -38.7% | -44.4% |
| 6M | -43.4% | +42.1% | -85.5% | -51.5% |
| YTD | -31.0% | +56.8% | -87.8% | -43.2% |
| 1Y | +145.2% | +109.8% | +35.4% | +115.8% |
| All | +145.2% | +113.2% | +32.0% | +115.8% |
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