+528.6%
BTSG vs CAPR
+137.3%
+391.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.4% | -6.5% | +2.9% |
| 7D | +4.4% | +36.0% | -31.7% | +4.2% |
| 30D | +8.5% | +25.8% | -17.3% | +8.3% |
| 3M | +10.8% | +140.8% | -130.1% | +10.1% |
| 6M | +26.1% | -67.6% | +93.7% | +26.2% |
| YTD | +84.6% | -65.9% | +150.5% | +84.7% |
| 1Y | +108.7% | +66.1% | +42.6% | +105.3% |
| All | +528.6% | +137.3% | +391.3% | +431.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling