+426.2%
BTSG vs QSR
+8.5%
+417.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -6.0% | -6.5% |
| 7D | -5.8% | -4.7% | -1.1% | -4.8% |
| 30D | 0.0% | +4.3% | -4.3% | -1.1% |
| 3M | -4.5% | +5.4% | -9.9% | -6.0% |
| 6M | +40.0% | +8.2% | +31.9% | +36.1% |
| YTD | +54.6% | +14.1% | +40.4% | +48.2% |
| 1Y | +106.1% | +28.1% | +78.0% | +91.5% |
| All | +426.2% | +8.5% | +417.7% | +404.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling