+247.0%
TE vs BTSG
+382.3%
-135.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.6% | -0.1% | -3.4% |
| 7D | +0.9% | -5.8% | +6.7% | +4.1% |
| 30D | -16.3% | 0.0% | -16.3% | -16.6% |
| 3M | -40.8% | -4.5% | -36.3% | -40.2% |
| 6M | -42.6% | +40.0% | -82.6% | -52.5% |
| YTD | -31.4% | +54.6% | -86.0% | -46.3% |
| 1Y | +144.9% | +106.1% | +38.8% | +65.5% |
| All | +247.0% | +382.3% | -135.4% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling