+117.9%
BTSG vs COMP
+23.8%
+94.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.8% | -0.9% |
| 7D | +17.4% | +9.5% | +7.9% | +16.1% |
| 30D | +12.6% | +8.1% | +4.5% | +11.3% |
| 3M | +11.2% | -16.3% | +27.5% | +13.3% |
| 6M | +30.4% | +42.2% | -11.8% | +20.9% |
| YTD | +86.4% | -5.0% | +91.4% | +80.1% |
| 1Y | +117.9% | +20.1% | +97.8% | +94.2% |
| All | +117.9% | +23.8% | +94.1% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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