+426.2%
BTSG vs BG
+51.8%
+374.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.9% | -7.5% | -6.7% |
| 7D | -5.8% | +3.7% | -9.5% | -6.0% |
| 30D | 0.0% | +12.3% | -12.4% | -0.8% |
| 3M | -4.5% | -2.2% | -2.3% | -4.2% |
| 6M | +40.0% | +5.3% | +34.7% | +39.1% |
| YTD | +54.6% | +42.4% | +12.1% | +47.5% |
| 1Y | +106.1% | +55.2% | +50.9% | +93.8% |
| All | +426.2% | +51.8% | +374.4% | +396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling