+117.9%
BTSG vs CG
-14.1%
+132.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -0.8% |
| 7D | +17.4% | +9.4% | +7.9% | +15.4% |
| 30D | +12.6% | +8.7% | +3.9% | +10.8% |
| 3M | +11.2% | -15.0% | +26.2% | +15.5% |
| 6M | +30.4% | -13.2% | +43.6% | +34.9% |
| YTD | +86.4% | -26.2% | +112.5% | +100.9% |
| 1Y | +117.9% | -14.1% | +132.0% | +113.4% |
| All | +117.9% | -14.1% | +132.0% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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