+433.9%
BTSG vs RUN
-41.1%
+475.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | -3.3% | -3.7% | +0.4% | -3.1% |
| 30D | -1.6% | -13.0% | +11.4% | -0.8% |
| 3M | -6.9% | -31.8% | +24.9% | -4.9% |
| 6M | +42.1% | -32.2% | +74.3% | +44.9% |
| YTD | +56.8% | -53.5% | +110.3% | +61.7% |
| 1Y | +109.8% | -46.5% | +156.4% | +113.7% |
| All | +433.9% | -41.1% | +475.0% | +384.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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