+29.5%
TPR vs BTSG
+116.8%
-87.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.8% | -5.2% | -0.9% |
| 7D | +12.1% | +3.8% | +8.3% | +11.5% |
| 30D | +16.7% | +13.7% | +2.9% | +14.6% |
| 3M | -17.4% | +18.0% | -35.4% | -19.5% |
| 6M | +2.3% | +32.2% | -29.9% | -5.6% |
| YTD | +7.1% | +93.6% | -86.4% | -13.3% |
| 1Y | +29.5% | +115.9% | -86.4% | +0.5% |
| All | +29.5% | +116.8% | -87.3% | +0.5% |
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