+114.7%
BTSG vs Q
+80.0%
+34.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.5% |
| 7D | +4.0% | +6.6% | -2.5% | +2.1% |
| 30D | +15.3% | +2.7% | +12.5% | +13.9% |
| 3M | +25.4% | -8.4% | +33.8% | +27.9% |
| 6M | +31.9% | -17.3% | +49.2% | +36.3% |
| YTD | +93.9% | +55.3% | +38.6% | +70.6% |
| 1Y | +114.2% | +31.5% | +82.7% | +92.2% |
| All | +114.7% | +80.0% | +34.7% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling