-34.0%
BROS vs BTSG
+113.2%
-147.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.5% |
| 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% | -32.6% |
| 6M | -14.9% | +42.1% | -57.0% | -30.1% |
| YTD | -28.3% | +56.8% | -85.1% | -43.6% |
| 1Y | -34.0% | +109.8% | -143.8% | -53.6% |
| All | -34.0% | +113.2% | -147.2% | -53.6% |
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 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