+241.8%
TER vs BTSG
+406.1%
-164.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.9% |
| 7D | +0.6% | +2.7% | -2.1% | -0.3% |
| 30D | -8.3% | -3.6% | -4.6% | -7.5% |
| 3M | -12.2% | +5.8% | -18.0% | -14.2% |
| 6M | +17.1% | +44.7% | -27.7% | +4.0% |
| YTD | +84.7% | +62.2% | +22.5% | +59.1% |
| 1Y | +199.9% | +152.1% | +47.8% | +132.2% |
| All | +241.8% | +406.1% | -164.3% | +118.6% |
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 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