+549.5%
BTSG vs ALLY
+12.8%
+536.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +8.5% | -2.1% | +10.6% | +9.1% |
| 30D | +14.0% | +2.0% | +12.0% | +12.9% |
| 3M | +19.7% | -13.3% | +33.1% | +24.9% |
| 6M | +28.7% | -9.9% | +38.6% | +32.0% |
| YTD | +90.8% | -13.5% | +104.3% | +97.1% |
| 1Y | +112.4% | -2.8% | +115.2% | +109.9% |
| All | +549.5% | +12.8% | +536.8% | +510.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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