+433.9%
BTSG vs EL
-22.8%
+456.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -3.3% | -6.5% | +3.2% | -2.6% |
| 30D | -1.6% | +11.1% | -12.7% | -2.9% |
| 3M | -6.9% | +10.7% | -17.6% | -8.2% |
| 6M | +42.1% | +6.9% | +35.2% | +40.0% |
| YTD | +56.8% | -6.3% | +63.1% | +55.4% |
| 1Y | +109.8% | +13.5% | +96.4% | +102.1% |
| All | +433.9% | -22.8% | +456.7% | +419.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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