+547.4%
BTSG vs BB
+198.7%
+348.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | +6.0% | +1.8% | +4.2% | +5.8% |
| 30D | +12.4% | +8.1% | +4.3% | +10.8% |
| 3M | +18.2% | -1.0% | +19.2% | +17.5% |
| 6M | +26.0% | +45.9% | -19.9% | +16.1% |
| YTD | +90.1% | +134.8% | -44.7% | +61.0% |
| 1Y | +124.3% | +104.6% | +19.7% | +93.5% |
| All | +547.4% | +198.7% | +348.7% | +409.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling