+452.1%
BTSG vs A
+15.0%
+437.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +2.7% | -1.9% | +4.6% | +3.3% |
| 30D | -3.6% | +6.9% | -10.5% | -5.9% |
| 3M | +5.8% | +9.2% | -3.4% | +2.4% |
| 6M | +44.7% | +25.7% | +19.1% | +32.5% |
| YTD | +62.2% | +11.5% | +50.6% | +55.6% |
| 1Y | +152.1% | +18.4% | +133.7% | +136.2% |
| All | +452.1% | +15.0% | +437.1% | +392.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling