+528.6%
BTSG vs M
+48.5%
+480.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.1% | +1.2% |
| 7D | +4.4% | +2.5% | +1.8% | +3.7% |
| 30D | +8.5% | +10.1% | -1.6% | +5.8% |
| 3M | +10.8% | -0.9% | +11.7% | +10.5% |
| 6M | +26.1% | +30.2% | -4.0% | +17.2% |
| YTD | +84.6% | +16.3% | +68.4% | +75.3% |
| 1Y | +108.7% | +27.0% | +81.7% | +93.8% |
| All | +528.6% | +48.5% | +480.2% | +415.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling