+98.5%
W vs BTSG
+495.4%
-396.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.9% |
| 7D | -1.7% | +8.5% | -10.2% | -5.3% |
| 30D | +3.2% | +14.0% | -10.8% | -3.2% |
| 3M | +8.3% | +19.7% | -11.4% | -1.3% |
| 6M | +84.3% | +28.7% | +55.6% | +60.6% |
| YTD | +11.0% | +90.8% | -79.8% | -19.2% |
| 1Y | -0.2% | +112.4% | -112.6% | -30.5% |
| All | +98.5% | +495.4% | -396.9% | -15.7% |
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