+426.2%
BTSG vs EOSE
+269.4%
+156.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.9% | -2.8% | -6.4% |
| 7D | -5.8% | +14.0% | -19.8% | -6.6% |
| 30D | 0.0% | -5.9% | +5.9% | +0.1% |
| 3M | -4.5% | -34.3% | +29.8% | -2.8% |
| 6M | +40.0% | -37.8% | +77.8% | +41.3% |
| YTD | +54.6% | -65.2% | +119.7% | +59.9% |
| 1Y | +106.1% | -41.9% | +148.0% | +106.7% |
| All | +426.2% | +269.4% | +156.7% | +402.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling