+468.7%
BTSG vs BB
+164.1%
+304.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.7% |
| 7D | +5.7% | +0.5% | +5.2% | +5.7% |
| 30D | +0.2% | -12.4% | +12.6% | +1.9% |
| 3M | +5.6% | -15.3% | +20.9% | +6.9% |
| 6M | +50.8% | +128.8% | -78.0% | +28.6% |
| YTD | +67.0% | +107.7% | -40.6% | +44.8% |
| 1Y | +145.5% | +103.9% | +41.6% | +112.0% |
| All | +468.7% | +164.1% | +304.6% | +358.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling