+426.2%
BTSG vs NTRS
+145.5%
+280.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.4% | -8.0% | -7.2% |
| 7D | -5.8% | +0.3% | -6.1% | -6.0% |
| 30D | 0.0% | +0.2% | -0.2% | -0.2% |
| 3M | -4.5% | +13.2% | -17.7% | -9.5% |
| 6M | +40.0% | +36.9% | +3.1% | +20.5% |
| YTD | +54.6% | +39.1% | +15.4% | +31.5% |
| 1Y | +106.1% | +50.4% | +55.7% | +68.7% |
| All | +426.2% | +145.5% | +280.7% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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