+426.2%
BTSG vs BR
-15.0%
+441.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.7% | -6.7% |
| 7D | -5.8% | -6.0% | +0.2% | -4.3% |
| 30D | 0.0% | -0.9% | +0.8% | 0.0% |
| 3M | -4.5% | +16.4% | -20.9% | -9.1% |
| 6M | +40.0% | -8.2% | +48.2% | +46.1% |
| YTD | +54.6% | -23.2% | +77.8% | +75.8% |
| 1Y | +106.1% | -30.9% | +137.1% | +148.6% |
| All | +426.2% | -15.0% | +441.2% | +469.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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