+106.1%
BTSG vs FTV
+15.4%
+90.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.3% | -4.3% | -5.9% |
| 7D | -5.8% | -5.2% | -0.6% | -4.3% |
| 30D | 0.0% | -11.5% | +11.5% | +3.5% |
| 3M | -4.5% | -9.0% | +4.6% | -1.7% |
| 6M | +40.0% | -2.0% | +42.0% | +40.6% |
| YTD | +54.6% | -0.9% | +55.5% | +55.5% |
| 1Y | +106.1% | +14.8% | +91.3% | +94.5% |
| All | +106.1% | +15.4% | +90.7% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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