+81.7%
TT vs BTSG
+421.3%
-339.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.9% |
| 7D | +1.6% | +5.7% | -4.2% | +0.7% |
| 30D | -7.3% | +0.2% | -7.5% | -7.4% |
| 3M | -2.6% | +5.6% | -8.2% | -4.4% |
| 6M | +5.9% | +50.8% | -44.9% | -2.5% |
| YTD | +15.4% | +67.0% | -51.6% | +4.3% |
| 1Y | +8.2% | +145.5% | -137.3% | -8.3% |
| All | +81.7% | +421.3% | -339.6% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling