+83.5%
TNA vs BTSG
+389.4%
-305.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.2% |
| 7D | -7.3% | -3.3% | -4.0% | -5.5% |
| 30D | -14.2% | -1.6% | -12.6% | -13.8% |
| 3M | -4.6% | -6.9% | +2.3% | -3.2% |
| 6M | +36.9% | +42.1% | -5.2% | +4.4% |
| YTD | +42.5% | +56.8% | -14.3% | +1.4% |
| 1Y | +45.8% | +109.8% | -64.1% | -14.1% |
| All | +83.5% | +389.4% | -305.9% | -39.0% |
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 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