+277.9%
TSM vs BTSG
+406.1%
-128.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.1% |
| 7D | +2.7% | +2.7% | 0.0% | +2.1% |
| 30D | +3.6% | -3.6% | +7.2% | +4.3% |
| 3M | -3.4% | +5.8% | -9.2% | -5.5% |
| 6M | +20.6% | +44.7% | -24.1% | +9.2% |
| YTD | +41.9% | +62.2% | -20.3% | +25.4% |
| 1Y | +84.4% | +152.1% | -67.7% | +49.6% |
| All | +277.9% | +406.1% | -128.2% | +170.4% |
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