+94.0%
BTSG vs IRE
-82.8%
+176.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.2% | -7.2% | +2.5% |
| 7D | +5.7% | +58.9% | -53.2% | +3.3% |
| 30D | +0.2% | +17.2% | -17.0% | -1.2% |
| 3M | +5.6% | -58.6% | +64.3% | +6.7% |
| 6M | +50.8% | -23.5% | +74.3% | +44.8% |
| YTD | +67.0% | -47.4% | +114.5% | +58.7% |
| All | +94.0% | -82.8% | +176.8% | +89.0% |
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