+267.3%
TER vs BTSG
+416.6%
-149.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | +12.4% | +2.9% | +9.5% | +11.3% |
| 30D | +5.1% | +0.9% | +4.3% | +4.5% |
| 3M | +4.0% | +1.6% | +2.3% | +2.8% |
| 6M | +29.5% | +46.8% | -17.3% | +14.4% |
| YTD | +98.5% | +65.5% | +32.9% | +69.9% |
| 1Y | +234.1% | +136.2% | +97.8% | +162.1% |
| All | +267.3% | +416.6% | -149.2% | +133.3% |
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 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