+549.5%
BTSG vs S
-13.2%
+562.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.7% | -0.5% |
| 7D | +8.5% | +4.1% | +4.4% | +7.7% |
| 30D | +14.0% | -7.2% | +21.2% | +15.1% |
| 3M | +19.7% | 0.0% | +19.8% | +18.4% |
| 6M | +28.7% | +41.6% | -12.9% | +16.9% |
| YTD | +90.8% | +48.6% | +42.2% | +69.7% |
| 1Y | +112.4% | +30.0% | +82.3% | +94.5% |
| All | +549.5% | -13.2% | +562.7% | +528.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling