+117.9%
BTSG vs NTR
+36.7%
+81.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.0% | +0.1% |
| 7D | +17.4% | +4.3% | +13.0% | +17.6% |
| 30D | +12.6% | +2.6% | +10.0% | +12.7% |
| 3M | +11.2% | +8.5% | +2.7% | +12.2% |
| 6M | +30.4% | -3.3% | +33.7% | +31.2% |
| YTD | +86.4% | +19.6% | +66.8% | +82.0% |
| 1Y | +117.9% | +37.6% | +80.3% | +100.2% |
| All | +117.9% | +36.7% | +81.2% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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