+463.5%
BTSG vs CAPR
+108.2%
+355.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.9% |
| 7D | +2.9% | -12.6% | +15.5% | +3.0% |
| 30D | +0.9% | +124.4% | -123.5% | +0.4% |
| 3M | +1.6% | -66.8% | +68.4% | +1.8% |
| 6M | +46.8% | -71.8% | +118.6% | +47.0% |
| YTD | +65.5% | -70.1% | +135.6% | +65.7% |
| 1Y | +136.2% | +33.3% | +102.9% | +133.1% |
| All | +463.5% | +108.2% | +355.4% | +376.9% |
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