+426.2%
BTSG vs AGI
+192.7%
+233.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.3% | -3.3% | -6.2% |
| 7D | -5.8% | -5.3% | -0.5% | -5.1% |
| 30D | 0.0% | +6.8% | -6.8% | -1.1% |
| 3M | -4.5% | +8.3% | -12.8% | -6.1% |
| 6M | +40.0% | -29.2% | +69.2% | +44.9% |
| YTD | +54.6% | -7.3% | +61.8% | +54.0% |
| 1Y | +106.1% | +8.0% | +98.1% | +99.6% |
| All | +426.2% | +192.7% | +233.4% | +365.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling