+559.0%
BTSG vs BUD
+45.8%
+513.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.6% |
| 7D | +3.8% | +6.0% | -2.2% | +2.7% |
| 30D | +13.7% | +11.3% | +2.5% | +11.3% |
| 3M | +18.0% | +3.6% | +14.4% | +17.0% |
| 6M | +32.2% | +7.7% | +24.5% | +29.9% |
| YTD | +93.6% | +36.4% | +57.2% | +78.7% |
| 1Y | +115.9% | +37.8% | +78.1% | +98.5% |
| All | +559.0% | +45.8% | +513.2% | +492.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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