+463.5%
BTSG vs S
-24.3%
+487.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.9% | -1.2% | +4.1% | +3.1% |
| 30D | +0.9% | -12.6% | +13.4% | +3.1% |
| 3M | +1.6% | +27.6% | -25.9% | -4.6% |
| 6M | +46.8% | +35.5% | +11.3% | +34.1% |
| YTD | +65.5% | +29.6% | +35.9% | +52.3% |
| 1Y | +136.2% | +8.1% | +128.1% | +126.1% |
| All | +463.5% | -24.3% | +487.8% | +464.2% |
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