+426.2%
BTSG vs AR
+71.9%
+354.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.8% | -6.6% |
| 7D | -5.8% | -1.3% | -4.5% | -5.6% |
| 30D | 0.0% | +3.5% | -3.6% | -0.5% |
| 3M | -4.5% | +9.9% | -14.4% | -6.0% |
| 6M | +40.0% | +4.5% | +35.5% | +38.3% |
| YTD | +54.6% | +13.7% | +40.9% | +49.6% |
| 1Y | +106.1% | +19.2% | +86.9% | +96.3% |
| All | +426.2% | +71.9% | +354.3% | +407.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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