+757.3%
TTMI vs BTSG
+382.3%
+375.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.6% | +5.1% | +1.2% |
| 7D | +6.0% | -5.8% | +11.8% | +8.5% |
| 30D | -6.4% | 0.0% | -6.4% | -6.5% |
| 3M | -28.9% | -4.5% | -24.4% | -28.3% |
| 6M | +26.9% | +40.0% | -13.1% | +10.4% |
| YTD | +77.3% | +54.6% | +22.8% | +48.6% |
| 1Y | +147.5% | +106.1% | +41.4% | +88.8% |
| All | +757.3% | +382.3% | +375.0% | +383.3% |
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