+433.9%
BTSG vs BNS
+126.6%
+307.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | -3.3% | -0.4% | -2.9% | -3.1% |
| 30D | -1.6% | +3.5% | -5.0% | -3.3% |
| 3M | -6.9% | +14.1% | -21.0% | -13.5% |
| 6M | +42.1% | +33.8% | +8.3% | +20.3% |
| YTD | +56.8% | +29.5% | +27.4% | +34.9% |
| 1Y | +109.8% | +48.4% | +61.4% | +67.0% |
| All | +433.9% | +126.6% | +307.3% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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