+43.3%
BLK vs BTSG
+382.3%
-339.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.7% | +0.2% |
| 7D | -5.2% | -5.8% | +0.6% | -4.3% |
| 30D | -7.0% | 0.0% | -7.0% | -7.2% |
| 3M | +5.7% | -4.5% | +10.1% | +5.4% |
| 6M | +11.0% | +40.0% | -29.0% | +2.3% |
| YTD | +0.9% | +54.6% | -53.7% | -8.8% |
| 1Y | -1.6% | +106.1% | -107.7% | -15.6% |
| All | +43.3% | +382.3% | -339.0% | +2.4% |
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