+437.0%
BTSG vs AS
+120.4%
+316.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -2.0% |
| 7D | +2.7% | -4.9% | +7.6% | +3.9% |
| 30D | -3.6% | -19.6% | +16.0% | +1.5% |
| 3M | +5.8% | -14.4% | +20.2% | +9.5% |
| 6M | +44.7% | -20.1% | +64.9% | +51.6% |
| YTD | +62.2% | -20.9% | +83.1% | +70.1% |
| 1Y | +152.1% | -21.9% | +174.0% | +164.0% |
| All | +437.0% | +120.4% | +316.6% | +378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling