+45.6%
BLK vs BTSG
+389.4%
-343.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.4% |
| 7D | -3.3% | -3.3% | 0.0% | -2.8% |
| 30D | -6.5% | -1.6% | -4.9% | -6.4% |
| 3M | +6.7% | -6.9% | +13.6% | +7.1% |
| 6M | +14.7% | +42.1% | -27.4% | +5.5% |
| YTD | +2.5% | +56.8% | -54.3% | -7.5% |
| 1Y | -2.8% | +109.8% | -112.6% | -16.9% |
| All | +45.6% | +389.4% | -343.8% | +3.8% |
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