+117.9%
BTSG vs IT
-17.9%
+135.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | 0.0% |
| 7D | +17.4% | -5.5% | +22.9% | +17.2% |
| 30D | +12.6% | +10.3% | +2.2% | +12.3% |
| 3M | +11.2% | +11.5% | -0.3% | +10.9% |
| 6M | +30.4% | +40.3% | -9.9% | +29.7% |
| YTD | +86.4% | -17.9% | +104.3% | +95.9% |
| 1Y | +117.9% | -8.8% | +126.7% | +119.4% |
| All | +117.9% | -17.9% | +135.8% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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