+59.5%
U vs BTSG
+493.4%
-433.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.6% | +5.3% |
| 7D | +2.6% | +6.0% | -3.5% | +0.9% |
| 30D | +27.6% | +12.4% | +15.2% | +22.9% |
| 3M | +15.3% | +18.2% | -2.9% | +9.1% |
| 6M | +96.4% | +26.0% | +70.4% | +79.3% |
| YTD | +19.6% | +90.1% | -70.6% | -4.7% |
| 1Y | +42.1% | +124.3% | -82.2% | +7.5% |
| All | +59.5% | +493.4% | -433.9% | -10.3% |
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 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