+117.9%
BTSG vs CAPR
+47.4%
+70.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.3% | -0.1% |
| 7D | +17.4% | +43.2% | -25.8% | +17.3% |
| 30D | +12.6% | +14.7% | -2.1% | +12.6% |
| 3M | +11.2% | +113.9% | -102.7% | +11.0% |
| 6M | +30.4% | -73.4% | +103.7% | +30.2% |
| YTD | +86.4% | -69.1% | +155.5% | +86.2% |
| 1Y | +117.9% | +47.2% | +70.7% | +119.1% |
| All | +117.9% | +47.4% | +70.5% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling