+152.1%
BTSG vs S
+10.1%
+142.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +2.7% | -7.7% | +10.4% | +3.0% |
| 30D | -3.6% | -5.3% | +1.7% | -3.5% |
| 3M | +5.8% | +20.3% | -14.5% | +4.6% |
| 6M | +44.7% | +47.4% | -2.6% | +38.7% |
| YTD | +62.2% | +32.5% | +29.6% | +56.8% |
| 1Y | +152.1% | +9.5% | +142.6% | +143.9% |
| All | +152.1% | +10.1% | +142.0% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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