+426.2%
BTSG vs TDY
+40.3%
+385.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.7% |
| 7D | -5.8% | -1.9% | -3.9% | -4.9% |
| 30D | 0.0% | -12.5% | +12.5% | +6.9% |
| 3M | -4.5% | -0.8% | -3.7% | -4.1% |
| 6M | +40.0% | -9.0% | +49.0% | +46.3% |
| YTD | +54.6% | +16.8% | +37.8% | +42.1% |
| 1Y | +106.1% | +9.5% | +96.7% | +95.1% |
| All | +426.2% | +40.3% | +385.8% | +341.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 all: compounded portfolio wealth divided by compounded TDY 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…
all analysis · Full analysis span regression · 6 months rolling