+547.4%
BTSG vs CG
+4.9%
+542.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.7% |
| 7D | +6.0% | +0.2% | +5.9% | +5.9% |
| 30D | +12.4% | +11.2% | +1.2% | +8.3% |
| 3M | +18.2% | -22.1% | +40.3% | +27.9% |
| 6M | +26.0% | -17.9% | +44.0% | +33.2% |
| YTD | +90.1% | -31.3% | +121.4% | +112.7% |
| 1Y | +124.3% | -24.0% | +148.2% | +140.7% |
| All | +547.4% | +4.9% | +542.4% | +507.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling