+112.4%
BTSG vs ALM
+7.9%
+104.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.0% |
| 7D | +8.5% | -4.0% | +12.5% | +8.8% |
| 30D | +14.0% | -30.5% | +44.6% | +17.5% |
| 3M | +19.7% | -46.9% | +66.6% | +26.0% |
| 6M | +28.7% | -65.5% | +94.2% | +37.3% |
| YTD | +90.8% | -13.4% | +104.2% | +91.8% |
| 1Y | +112.4% | +9.8% | +102.6% | +118.0% |
| All | +112.4% | +7.9% | +104.5% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling