+231.1%
TPR vs BTSG
+406.1%
-175.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -2.3% | +2.7% | -5.0% | -2.8% |
| 30D | -23.0% | -3.6% | -19.3% | -22.6% |
| 3M | -12.5% | +5.8% | -18.3% | -14.6% |
| 6M | -21.4% | +44.7% | -66.2% | -28.9% |
| YTD | -3.5% | +62.2% | -65.7% | -15.0% |
| 1Y | +17.4% | +152.1% | -134.7% | -5.8% |
| All | +231.1% | +406.1% | -175.0% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling