+559.0%
BTSG vs CAPR
+113.7%
+445.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -9.9% | +14.8% | +4.9% |
| 7D | +3.8% | +7.6% | -3.9% | +3.7% |
| 30D | +13.7% | +13.3% | +0.4% | +13.6% |
| 3M | +18.0% | +130.4% | -112.4% | +17.3% |
| 6M | +32.2% | -70.8% | +103.0% | +32.4% |
| YTD | +93.6% | -69.3% | +162.8% | +93.7% |
| 1Y | +115.9% | +59.5% | +56.4% | +112.2% |
| All | +559.0% | +113.7% | +445.3% | +457.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling