+559.0%
BTSG vs BAH
-33.8%
+592.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.8% |
| 7D | +3.8% | +0.5% | +3.3% | +3.7% |
| 30D | +13.7% | +18.2% | -4.5% | +12.7% |
| 3M | +18.0% | +13.1% | +4.9% | +17.2% |
| 6M | +32.2% | +15.2% | +17.0% | +31.3% |
| YTD | +93.6% | +6.0% | +87.6% | +92.9% |
| 1Y | +115.9% | +3.1% | +112.8% | +115.5% |
| All | +559.0% | -33.8% | +592.8% | +590.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling