+256.2%
TER vs BTSG
+421.3%
-165.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.2% |
| 7D | +11.0% | +5.7% | +5.2% | +8.9% |
| 30D | -1.9% | +0.2% | -2.1% | -2.2% |
| 3M | -0.7% | +5.6% | -6.3% | -2.9% |
| 6M | +36.4% | +50.8% | -14.4% | +19.6% |
| YTD | +92.4% | +67.0% | +25.4% | +64.3% |
| 1Y | +213.5% | +145.5% | +68.0% | +143.6% |
| All | +256.2% | +421.3% | -165.1% | +125.6% |
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