+806.4%
TTMI vs BTSG
+421.3%
+385.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +1.8% |
| 7D | +12.2% | +5.7% | +6.4% | +9.6% |
| 30D | -5.7% | +0.2% | -5.9% | -5.9% |
| 3M | -27.5% | +5.6% | -33.1% | -29.8% |
| 6M | +47.1% | +50.8% | -3.6% | +24.3% |
| YTD | +87.5% | +67.0% | +20.4% | +52.3% |
| 1Y | +175.2% | +145.5% | +29.7% | +97.4% |
| All | +806.4% | +421.3% | +385.1% | +395.4% |
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