+433.9%
BTSG vs BRO
-12.4%
+446.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -3.3% | -7.3% | +4.0% | -2.8% |
| 30D | -1.6% | -6.9% | +5.3% | -1.1% |
| 3M | -6.9% | +10.7% | -17.6% | -8.5% |
| 6M | +42.1% | -2.7% | +44.8% | +43.8% |
| YTD | +56.8% | -16.3% | +73.1% | +66.0% |
| 1Y | +109.8% | -29.1% | +138.9% | +135.4% |
| All | +433.9% | -12.4% | +446.3% | +430.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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