+433.9%
BTSG vs BG
+49.2%
+384.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.6% |
| 7D | -3.3% | +3.1% | -6.4% | -3.5% |
| 30D | -1.6% | +10.2% | -11.8% | -2.3% |
| 3M | -6.9% | -1.7% | -5.2% | -6.7% |
| 6M | +42.1% | +1.0% | +41.1% | +41.8% |
| YTD | +56.8% | +39.9% | +16.9% | +49.9% |
| 1Y | +109.8% | +53.2% | +56.6% | +97.4% |
| All | +433.9% | +49.2% | +384.8% | +404.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling