+547.4%
BTSG vs IT
-58.2%
+605.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +6.0% | +1.1% | +5.0% | +5.9% |
| 30D | +12.4% | -1.8% | +14.3% | +12.0% |
| 3M | +18.2% | +4.8% | +13.4% | +16.6% |
| 6M | +26.0% | +33.0% | -7.0% | +19.0% |
| YTD | +90.1% | -23.8% | +114.0% | +102.0% |
| 1Y | +124.3% | -16.5% | +140.8% | +132.0% |
| All | +547.4% | -58.2% | +605.6% | +797.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling