+433.9%
BTSG vs BRKR
-25.9%
+459.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -3.3% | -8.7% | +5.4% | -1.7% |
| 30D | -1.6% | -9.9% | +8.3% | +0.2% |
| 3M | -6.9% | -3.1% | -3.8% | -7.6% |
| 6M | +42.1% | +45.5% | -3.4% | +29.4% |
| YTD | +56.8% | +13.7% | +43.1% | +48.8% |
| 1Y | +109.8% | +67.4% | +42.4% | +85.3% |
| All | +433.9% | -25.9% | +459.8% | +421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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