+30.5%
BROS vs BTSG
+493.4%
-462.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.6% |
| 7D | +6.3% | +6.0% | +0.3% | +4.2% |
| 30D | -8.3% | +12.4% | -20.8% | -11.8% |
| 3M | -29.8% | +18.2% | -48.0% | -33.7% |
| 6M | -25.8% | +26.0% | -51.9% | -32.4% |
| YTD | -41.4% | +90.1% | -131.5% | -53.9% |
| 1Y | -35.2% | +124.3% | -159.4% | -51.8% |
| All | +30.5% | +493.4% | -462.9% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling