-34.8%
BROS vs BTSG
+152.4%
-187.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.1% |
| 7D | -6.7% | +2.7% | -9.4% | -7.5% |
| 30D | -29.1% | -3.6% | -25.4% | -28.1% |
| 3M | -16.7% | +5.8% | -22.5% | -20.5% |
| 6M | -11.6% | +44.7% | -56.3% | -26.3% |
| YTD | -23.9% | +62.2% | -86.1% | -39.1% |
| 1Y | -34.8% | +152.1% | -186.9% | -52.1% |
| All | -34.8% | +152.4% | -187.2% | -52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling