+542.1%
BTSG vs AS
+131.9%
+410.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | +4.0% | -3.0% | +7.1% | +4.8% |
| 30D | +15.3% | +9.6% | +5.7% | +12.6% |
| 3M | +25.4% | -8.2% | +33.6% | +27.5% |
| 6M | +31.9% | -9.9% | +41.8% | +34.4% |
| YTD | +93.9% | -16.8% | +110.7% | +100.4% |
| 1Y | +114.2% | +3.0% | +111.2% | +110.4% |
| All | +542.1% | +131.9% | +410.1% | +464.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling