+560.2%
BTSG vs COO
-33.6%
+593.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +4.0% | -2.3% | +6.4% | +4.7% |
| 30D | +15.3% | +13.3% | +2.0% | +11.3% |
| 3M | +25.4% | -18.1% | +43.5% | +31.7% |
| 6M | +31.9% | +6.7% | +25.2% | +28.2% |
| YTD | +93.9% | -23.2% | +117.1% | +107.4% |
| 1Y | +114.2% | -12.3% | +126.4% | +121.4% |
| All | +560.2% | -33.6% | +593.8% | +622.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling