+117.9%
BTSG vs A
+24.4%
+93.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.2% |
| 7D | +17.4% | -2.4% | +19.8% | +17.7% |
| 30D | +12.6% | +3.6% | +9.0% | +11.8% |
| 3M | +11.2% | +27.5% | -16.3% | +6.1% |
| 6M | +30.4% | +58.5% | -28.1% | +16.4% |
| YTD | +86.4% | +31.2% | +55.2% | +81.8% |
| 1Y | +117.9% | +22.2% | +95.7% | +124.7% |
| All | +117.9% | +24.4% | +93.5% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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