-25.8%
BROS vs BTSG
+28.3%
-54.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.6% |
| 7D | +6.3% | +6.0% | +0.3% | +4.3% |
| 30D | -8.3% | +12.4% | -20.8% | -10.6% |
| 3M | -29.8% | +18.2% | -48.0% | -32.5% |
| 6M | -25.8% | +26.0% | -51.9% | -34.1% |
| All | -25.8% | +28.3% | -54.1% | -34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling