+277.1%
TSM vs BTSG
+382.3%
-105.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.6% | +4.9% | -0.1% |
| 7D | +2.6% | -5.8% | +8.4% | +4.0% |
| 30D | +1.4% | 0.0% | +1.4% | +1.2% |
| 3M | +5.0% | -4.5% | +9.4% | +5.1% |
| 6M | +24.0% | +40.0% | -16.1% | +13.1% |
| YTD | +41.6% | +54.6% | -13.0% | +26.5% |
| 1Y | +66.2% | +106.1% | -40.0% | +40.1% |
| All | +277.1% | +382.3% | -105.2% | +172.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling