-7.4%
TLT vs BTSG
+110.2%
-117.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -2.7% | +8.5% | -11.2% | -3.0% |
| 30D | +2.2% | +14.0% | -11.9% | +1.6% |
| 3M | -1.7% | +19.7% | -21.5% | -2.5% |
| 6M | -4.0% | +28.7% | -32.7% | -5.2% |
| YTD | -4.9% | +90.8% | -95.7% | -7.9% |
| 1Y | -7.4% | +112.4% | -119.8% | -11.0% |
| All | -7.4% | +110.2% | -117.6% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling