+117.9%
BTSG vs THC
+46.1%
+71.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.6% | -9.6% | -2.1% |
| 7D | +17.4% | +8.8% | +8.5% | +15.2% |
| 30D | +12.6% | +12.6% | -0.1% | +9.7% |
| 3M | +11.2% | +15.4% | -4.2% | +7.9% |
| 6M | +30.4% | +57.7% | -27.3% | +17.2% |
| YTD | +86.4% | +47.1% | +39.3% | +68.3% |
| 1Y | +117.9% | +40.7% | +77.2% | +98.3% |
| All | +117.9% | +46.1% | +71.8% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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