+549.5%
BTSG vs ALLE
+56.4%
+493.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +8.5% | +1.6% | +6.9% | +7.9% |
| 30D | +14.0% | +24.1% | -10.0% | +5.8% |
| 3M | +19.7% | +14.8% | +4.9% | +14.2% |
| 6M | +28.7% | +45.9% | -17.1% | +11.0% |
| YTD | +90.8% | +20.7% | +70.0% | +77.2% |
| 1Y | +112.4% | +14.2% | +98.2% | +102.7% |
| All | +549.5% | +56.4% | +493.2% | +411.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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