+152.1%
BTSG vs NYT
+15.2%
+136.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | +2.7% | -1.3% | +4.0% | +2.8% |
| 30D | -3.6% | +2.7% | -6.4% | -3.8% |
| 3M | +5.8% | -10.3% | +16.1% | +6.2% |
| 6M | +44.7% | -16.6% | +61.3% | +46.9% |
| YTD | +62.2% | -2.3% | +64.4% | +66.5% |
| 1Y | +152.1% | +15.0% | +137.1% | +172.3% |
| All | +152.1% | +15.2% | +136.9% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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