+549.5%
BTSG vs COO
-34.4%
+583.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +8.5% | -2.1% | +10.6% | +9.0% |
| 30D | +14.0% | +13.9% | +0.1% | +10.0% |
| 3M | +19.7% | -18.9% | +38.7% | +26.0% |
| 6M | +28.7% | +3.7% | +25.0% | +26.1% |
| YTD | +90.8% | -24.1% | +114.9% | +104.7% |
| 1Y | +112.4% | -14.2% | +126.6% | +120.8% |
| All | +549.5% | -34.4% | +583.9% | +612.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling