+120.8%
BTSG vs S
+8.0%
+112.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.9% | -1.2% | +4.1% | +2.9% |
| 30D | +0.9% | -12.6% | +13.4% | +1.6% |
| 3M | +1.6% | +27.6% | -25.9% | -0.5% |
| 6M | +46.8% | +35.5% | +11.3% | +40.7% |
| YTD | +65.5% | +29.6% | +35.9% | +59.4% |
| All | +120.8% | +8.0% | +112.8% | +116.1% |
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