+117.9%
BTSG vs FIGR
-41.8%
+159.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.2% | -0.2% |
| 7D | +17.4% | -1.3% | +18.7% | +17.4% |
| 30D | +12.6% | -17.6% | +30.2% | +13.5% |
| 3M | +11.2% | -16.7% | +27.9% | +11.3% |
| 6M | +30.4% | -36.1% | +66.5% | +31.9% |
| YTD | +86.4% | -43.6% | +130.0% | +86.8% |
| 1Y | +117.9% | -39.8% | +157.8% | +118.0% |
| All | +117.9% | -41.8% | +159.8% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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