+25.4%
TMO vs BTSG
+111.7%
-86.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.3% | +17.4% | -17.1% | -0.7% |
| 30D | +4.3% | +12.6% | -8.2% | +3.6% |
| 3M | +25.1% | +11.2% | +13.9% | +24.3% |
| 6M | +52.9% | +30.4% | +22.6% | +46.5% |
| YTD | +22.2% | +86.4% | -64.2% | +7.8% |
| 1Y | +25.4% | +117.9% | -92.6% | +4.7% |
| All | +25.4% | +111.7% | -86.3% | +4.7% |
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 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