+547.4%
BTSG vs S
-13.5%
+560.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +6.0% | +2.0% | +4.1% | +5.6% |
| 30D | +12.4% | -2.7% | +15.1% | +12.6% |
| 3M | +18.2% | -6.9% | +25.1% | +18.6% |
| 6M | +26.0% | +38.1% | -12.0% | +15.1% |
| YTD | +90.1% | +48.0% | +42.1% | +69.2% |
| 1Y | +124.3% | +34.5% | +89.8% | +103.3% |
| All | +547.4% | -13.5% | +560.9% | +527.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling