+549.5%
BTSG vs BAH
-34.1%
+583.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +8.5% | -2.6% | +11.1% | +8.6% |
| 30D | +14.0% | +20.4% | -6.3% | +12.8% |
| 3M | +19.7% | +11.9% | +7.9% | +19.0% |
| 6M | +28.7% | +17.1% | +11.6% | +27.5% |
| YTD | +90.8% | +5.5% | +85.3% | +90.1% |
| 1Y | +112.4% | +5.6% | +106.8% | +111.1% |
| All | +549.5% | -34.1% | +583.6% | +580.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling