-31.3%
TER vs BTSG
+28.3%
-59.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.0% | -5.2% |
| 7D | +14.4% | +6.0% | +8.3% | +11.5% |
| 30D | -30.6% | +12.4% | -43.0% | -33.1% |
| 3M | -39.2% | +18.2% | -57.4% | -43.0% |
| 6M | -31.3% | +26.0% | -57.3% | -46.7% |
| All | -31.3% | +28.3% | -59.5% | -46.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling