+114.2%
BTSG vs IRE
-97.4%
+211.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.1% | -11.9% | -0.4% |
| 7D | +4.0% | -15.1% | +19.2% | +4.1% |
| 30D | +15.3% | -71.4% | +86.6% | +20.3% |
| 3M | +25.4% | -81.2% | +106.6% | +32.6% |
| 6M | +31.9% | -93.7% | +125.6% | +42.2% |
| YTD | +93.9% | -92.2% | +186.1% | +96.5% |
| 1Y | +114.2% | -97.3% | +211.4% | +123.6% |
| All | +114.2% | -97.4% | +211.6% | +123.6% |
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