+468.7%
BTSG vs CG
+21.3%
+447.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.7% |
| 7D | +5.7% | -1.3% | +7.0% | +6.2% |
| 30D | +0.2% | -3.2% | +3.4% | +1.0% |
| 3M | +5.6% | +6.2% | -0.6% | +2.6% |
| 6M | +50.8% | -4.7% | +55.4% | +51.6% |
| YTD | +67.0% | -20.6% | +87.7% | +78.6% |
| 1Y | +145.5% | -26.4% | +171.9% | +169.0% |
| All | +468.7% | +21.3% | +447.5% | +410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling