+260.0%
TPR vs BTSG
+459.6%
-199.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.4% |
| 7D | +14.2% | +0.4% | +13.8% | +13.9% |
| 30D | +17.1% | +5.3% | +11.8% | +15.6% |
| 3M | -17.7% | +10.8% | -28.5% | -19.8% |
| 6M | -10.2% | +27.3% | -37.5% | -16.1% |
| YTD | +4.9% | +79.3% | -74.4% | -9.7% |
| 1Y | +36.1% | +106.0% | -69.9% | +13.7% |
| All | +260.0% | +459.6% | -199.6% | +143.2% |
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