-23.5%
TEAM vs BTSG
+406.1%
-429.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | -0.4% | +2.7% | -3.1% | -1.2% |
| 30D | +67.3% | -3.6% | +70.9% | +69.0% |
| 3M | +86.8% | +5.8% | +81.0% | +78.6% |
| 6M | +146.8% | +44.7% | +102.1% | +110.8% |
| YTD | +16.9% | +62.2% | -45.2% | -4.6% |
| 1Y | +12.8% | +152.1% | -139.3% | -22.4% |
| All | -23.5% | +406.1% | -429.6% | -62.7% |
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