+433.9%
BTSG vs NYT
+39.9%
+394.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | -1.6% | +4.6% | -6.2% | -2.6% |
| 3M | -6.9% | -9.6% | +2.7% | -5.3% |
| 6M | +42.1% | -14.0% | +56.1% | +46.0% |
| YTD | +56.8% | -2.8% | +59.7% | +55.3% |
| 1Y | +109.8% | +15.6% | +94.2% | +96.5% |
| All | +433.9% | +39.9% | +394.0% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling