+547.4%
BTSG vs ALLE
+57.9%
+489.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +6.0% | +3.6% | +2.5% | +4.9% |
| 30D | +12.4% | +25.9% | -13.5% | +3.8% |
| 3M | +18.2% | +15.8% | +2.5% | +12.5% |
| 6M | +26.0% | +48.1% | -22.0% | +8.0% |
| YTD | +90.1% | +22.0% | +68.2% | +76.1% |
| 1Y | +124.3% | +18.0% | +106.3% | +110.8% |
| All | +547.4% | +57.9% | +489.4% | +408.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling