+468.7%
BTSG vs FTV
+1.8%
+467.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.4% |
| 7D | +5.7% | -0.4% | +6.1% | +5.9% |
| 30D | +0.2% | -8.3% | +8.5% | +4.3% |
| 3M | +5.6% | -7.4% | +13.0% | +9.1% |
| 6M | +50.8% | -1.2% | +52.0% | +50.4% |
| YTD | +67.0% | +2.7% | +64.4% | +62.3% |
| 1Y | +145.5% | +18.4% | +127.1% | +118.8% |
| All | +468.7% | +1.8% | +467.0% | +444.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling