-28.3%
TEAM vs BTSG
+416.6%
-444.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.0% |
| 7D | -4.7% | +2.9% | -7.6% | -5.5% |
| 30D | +17.0% | +0.9% | +16.2% | +16.3% |
| 3M | +85.9% | +1.6% | +84.3% | +80.5% |
| 6M | +116.7% | +46.8% | +69.9% | +84.2% |
| YTD | +9.6% | +65.5% | -55.9% | -11.2% |
| 1Y | -2.5% | +136.2% | -138.8% | -31.2% |
| All | -28.3% | +416.6% | -444.9% | -65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling