+433.9%
BTSG vs QSR
+9.2%
+424.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -3.3% | -4.0% | +0.7% | -2.5% |
| 30D | -1.6% | +2.8% | -4.3% | -2.4% |
| 3M | -6.9% | +5.1% | -12.0% | -8.3% |
| 6M | +42.1% | +8.8% | +33.3% | +38.0% |
| YTD | +56.8% | +14.8% | +42.0% | +50.1% |
| 1Y | +109.8% | +25.7% | +84.1% | +96.0% |
| All | +433.9% | +9.2% | +424.7% | +411.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling