+109.8%
BTSG vs JAAA
+4.9%
+104.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.0% |
| 7D | -3.3% | +0.1% | -3.4% | -3.7% |
| 30D | -1.6% | +0.5% | -2.1% | -4.6% |
| 3M | -6.9% | +1.3% | -8.2% | -14.2% |
| 6M | +42.1% | +2.8% | +39.3% | +17.1% |
| YTD | +56.8% | +3.3% | +53.6% | +21.9% |
| 1Y | +109.8% | +4.9% | +104.9% | +23.4% |
| All | +109.8% | +4.9% | +104.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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