+59.6%
BROS vs BTSG
+389.4%
-329.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | -5.8% | -3.3% | -2.5% | -4.7% |
| 30D | -14.0% | -1.6% | -12.4% | -13.6% |
| 3M | -32.5% | -6.9% | -25.6% | -31.9% |
| 6M | -14.9% | +42.1% | -57.0% | -26.2% |
| YTD | -28.3% | +56.8% | -85.1% | -40.0% |
| 1Y | -34.0% | +109.8% | -143.8% | -49.9% |
| All | +59.6% | +389.4% | -329.8% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling