+106.1%
BTSG vs A
+14.6%
+91.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.5% | -6.4% |
| 7D | -5.8% | -4.6% | -1.2% | -4.8% |
| 30D | 0.0% | -4.3% | +4.2% | +0.8% |
| 3M | -4.5% | +8.9% | -13.4% | -7.0% |
| 6M | +40.0% | +24.5% | +15.5% | +29.8% |
| YTD | +54.6% | +5.8% | +48.7% | +55.2% |
| 1Y | +106.1% | +16.2% | +89.9% | +97.9% |
| All | +106.1% | +14.6% | +91.6% | +97.9% |
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