+30.2%
XYZ vs BTSG
+493.4%
-463.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.2% | +2.9% |
| 7D | -1.1% | +6.0% | -7.1% | -2.3% |
| 30D | +11.5% | +12.4% | -0.9% | +8.6% |
| 3M | +1.8% | +18.2% | -16.4% | -2.1% |
| 6M | +21.2% | +26.0% | -4.8% | +13.7% |
| YTD | +29.9% | +90.1% | -60.2% | +11.5% |
| 1Y | +35.8% | +124.3% | -88.5% | +13.3% |
| All | +30.2% | +493.4% | -463.2% | -12.6% |
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