+283.3%
TE vs BTSG
+421.3%
-138.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.0% | +7.0% | +8.5% |
| 7D | +18.2% | +5.7% | +12.5% | +15.2% |
| 30D | -13.5% | +0.2% | -13.7% | -14.0% |
| 3M | -44.6% | +5.6% | -50.2% | -46.9% |
| 6M | -24.7% | +50.8% | -75.5% | -40.0% |
| YTD | -24.3% | +67.0% | -91.3% | -43.0% |
| 1Y | +155.6% | +145.5% | +10.0% | +57.2% |
| All | +283.3% | +421.3% | -138.0% | +42.8% |
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 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