+463.5%
BTSG vs BAH
-45.3%
+508.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.9% | -1.3% | +4.2% | +3.0% |
| 30D | +0.9% | -6.6% | +7.5% | +1.4% |
| 3M | +1.6% | -7.2% | +8.8% | +2.5% |
| 6M | +46.8% | -10.0% | +56.8% | +48.3% |
| YTD | +65.5% | -12.5% | +78.0% | +66.9% |
| 1Y | +136.2% | -27.9% | +164.2% | +144.2% |
| All | +463.5% | -45.3% | +508.9% | +497.0% |
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