+136.2%
BTSG vs COO
-7.1%
+143.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.2% | +5.3% | +0.7% |
| 7D | +2.9% | -9.0% | +11.9% | +5.3% |
| 30D | +0.9% | -16.8% | +17.7% | +5.8% |
| 3M | +1.6% | -7.5% | +9.1% | +3.2% |
| 6M | +46.8% | -16.3% | +63.1% | +57.6% |
| YTD | +65.5% | -22.5% | +88.1% | +82.8% |
| 1Y | +136.2% | -7.0% | +143.2% | +153.8% |
| All | +136.2% | -7.1% | +143.3% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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