+529.6%
BTSG vs AS
+123.4%
+406.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +6.0% | -4.9% | +10.9% | +7.3% |
| 30D | +12.4% | +3.9% | +8.5% | +11.3% |
| 3M | +18.2% | -9.6% | +27.8% | +20.6% |
| 6M | +26.0% | -8.7% | +34.7% | +28.1% |
| YTD | +90.1% | -19.8% | +110.0% | +98.3% |
| 1Y | +124.3% | -1.5% | +125.8% | +122.7% |
| All | +529.6% | +123.4% | +406.2% | +458.0% |
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