+88.3%
BTSG vs IRE
-84.4%
+172.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.1% | -1.8% |
| 7D | +2.7% | +54.8% | -52.1% | +0.4% |
| 30D | -3.6% | +18.4% | -22.0% | -5.1% |
| 3M | +5.8% | -66.7% | +72.5% | +7.7% |
| 6M | +44.7% | -52.3% | +97.0% | +41.6% |
| YTD | +62.2% | -52.3% | +114.5% | +54.8% |
| All | +88.3% | -84.4% | +172.7% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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