+115.9%
BTSG vs M
+26.3%
+89.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +3.8% | +5.0% | -1.2% | +2.8% |
| 30D | +13.7% | +10.6% | +3.1% | +11.0% |
| 3M | +18.0% | +1.6% | +16.4% | +17.1% |
| 6M | +32.2% | +30.8% | +1.4% | +22.1% |
| YTD | +93.6% | +16.9% | +76.7% | +82.4% |
| 1Y | +115.9% | +26.3% | +89.7% | +93.2% |
| All | +115.9% | +26.3% | +89.6% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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