+28.5%
U vs BTSG
+416.6%
-388.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +4.4% | +2.9% | +1.5% | +3.5% |
| 30D | -1.3% | +0.9% | -2.2% | -1.8% |
| 3M | +49.6% | +1.6% | +48.0% | +47.0% |
| 6M | +100.2% | +46.8% | +53.4% | +73.6% |
| YTD | -3.7% | +65.5% | -69.2% | -19.6% |
| 1Y | -6.5% | +136.2% | -142.7% | -29.8% |
| All | +28.5% | +416.6% | -388.1% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling