+452.1%
BTSG vs RUN
-38.8%
+490.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +2.7% | +1.3% | +1.5% | +2.6% |
| 30D | -3.6% | -15.3% | +11.6% | -2.7% |
| 3M | +5.8% | -40.0% | +45.8% | +8.9% |
| 6M | +44.7% | -27.0% | +71.7% | +46.9% |
| YTD | +62.2% | -51.7% | +113.8% | +66.8% |
| 1Y | +152.1% | -45.9% | +198.0% | +156.2% |
| All | +452.1% | -38.8% | +490.9% | +399.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling