+117.9%
BTSG vs ET
+24.7%
+93.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | -0.9% |
| 7D | +17.4% | -6.0% | +23.4% | +15.7% |
| 30D | +12.6% | -6.1% | +18.7% | +11.0% |
| 3M | +11.2% | -2.7% | +13.9% | +11.4% |
| 6M | +30.4% | +0.2% | +30.1% | +32.5% |
| YTD | +86.4% | +24.3% | +62.0% | +100.6% |
| 1Y | +117.9% | +26.4% | +91.5% | +135.3% |
| All | +117.9% | +24.7% | +93.2% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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