+547.4%
BTSG vs A
+32.8%
+514.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | +6.0% | -0.5% | +6.5% | +6.2% |
| 30D | +12.4% | 0.0% | +12.4% | +12.2% |
| 3M | +18.2% | +16.7% | +1.5% | +12.2% |
| 6M | +26.0% | +54.8% | -28.8% | +7.7% |
| YTD | +90.1% | +28.8% | +61.3% | +74.0% |
| 1Y | +124.3% | +19.3% | +105.0% | +111.7% |
| All | +547.4% | +32.8% | +514.6% | +450.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling