+493.7%
BTSG vs AS
+134.9%
+358.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +0.4% | +6.9% | -6.5% | -1.2% |
| 30D | +5.3% | +16.0% | -10.7% | +1.5% |
| 3M | +10.8% | -12.8% | +23.7% | +14.2% |
| 6M | +27.3% | -15.4% | +42.7% | +31.8% |
| YTD | +79.3% | -15.7% | +95.0% | +84.9% |
| 1Y | +106.0% | +6.1% | +99.9% | +101.1% |
| All | +493.7% | +134.9% | +358.9% | +420.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling