+117.9%
BTSG vs QSR
+23.8%
+94.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.5% | -0.7% |
| 7D | +17.4% | +5.2% | +12.2% | +16.7% |
| 30D | +12.6% | +12.2% | +0.4% | +10.7% |
| 3M | +11.2% | +7.0% | +4.2% | +10.0% |
| 6M | +30.4% | -0.3% | +30.7% | +29.9% |
| YTD | +86.4% | +18.0% | +68.4% | +78.1% |
| 1Y | +117.9% | +22.6% | +95.3% | +105.8% |
| All | +117.9% | +23.8% | +94.1% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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