+468.7%
BTSG vs FLR
+48.5%
+420.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | +5.7% | +0.7% | +5.1% | +5.6% |
| 30D | +0.2% | -0.7% | +0.9% | +0.2% |
| 3M | +5.6% | +14.3% | -8.7% | +1.2% |
| 6M | +50.8% | +25.6% | +25.2% | +39.4% |
| YTD | +67.0% | +42.9% | +24.2% | +49.2% |
| 1Y | +145.5% | +38.7% | +106.8% | +120.5% |
| All | +468.7% | +48.5% | +420.3% | +377.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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