+258.2%
TSM vs BTSG
+495.4%
-237.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | +14.8% | +8.5% | +6.3% | +12.8% |
| 30D | -8.9% | +14.0% | -22.9% | -11.6% |
| 3M | -5.3% | +19.7% | -25.0% | -9.3% |
| 6M | +2.6% | +28.7% | -26.2% | -4.4% |
| YTD | +34.5% | +90.8% | -56.3% | +14.4% |
| 1Y | +41.0% | +112.4% | -71.4% | +17.3% |
| All | +258.2% | +495.4% | -237.2% | +146.6% |
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