+81.0%
TT vs BTSG
+416.6%
-335.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.4% | +2.9% | -1.5% | +0.9% |
| 30D | -6.7% | +0.9% | -7.5% | -6.9% |
| 3M | -5.4% | +1.6% | -7.0% | -6.6% |
| 6M | +4.4% | +46.8% | -42.4% | -3.5% |
| YTD | +14.9% | +65.5% | -50.6% | +4.1% |
| 1Y | +9.3% | +136.2% | -127.0% | -6.8% |
| All | +81.0% | +416.6% | -335.6% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling