+112.4%
BTSG vs BAH
+3.0%
+109.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +8.5% | -2.6% | +11.1% | +8.3% |
| 30D | +14.0% | +20.4% | -6.3% | +15.4% |
| 3M | +19.7% | +11.9% | +7.9% | +21.0% |
| 6M | +28.7% | +17.1% | +11.6% | +31.2% |
| YTD | +90.8% | +5.5% | +85.3% | +94.9% |
| 1Y | +112.4% | +5.6% | +106.8% | +115.2% |
| All | +112.4% | +3.0% | +109.4% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling