+468.7%
BTSG vs COMP
+197.8%
+270.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.3% | +6.3% | +3.3% |
| 7D | +5.7% | +4.1% | +1.7% | +5.3% |
| 30D | +0.2% | -14.5% | +14.8% | +1.6% |
| 3M | +5.6% | +41.8% | -36.2% | +1.7% |
| 6M | +50.8% | +23.6% | +27.2% | +45.7% |
| YTD | +67.0% | +1.7% | +65.3% | +63.6% |
| 1Y | +145.5% | +12.6% | +133.0% | +137.7% |
| All | +468.7% | +197.8% | +270.9% | +379.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling