+114.3%
BTSG vs Q
+75.8%
+38.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.2% |
| 7D | +3.8% | +4.0% | -0.2% | +2.6% |
| 30D | +13.7% | -2.3% | +16.1% | +14.0% |
| 3M | +18.0% | -7.9% | +25.9% | +19.9% |
| 6M | +32.2% | -16.0% | +48.2% | +35.7% |
| YTD | +93.6% | +51.7% | +41.9% | +71.5% |
| 1Y | +115.9% | +28.3% | +87.6% | +95.1% |
| All | +114.3% | +75.8% | +38.5% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling