+106.1%
BTSG vs THC
+33.0%
+73.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -6.3% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | 0.0% | +1.5% | -1.6% | -0.3% |
| 3M | -4.5% | +59.9% | -64.4% | -13.0% |
| 6M | +40.0% | +11.0% | +29.0% | +33.8% |
| YTD | +54.6% | +32.6% | +22.0% | +44.2% |
| 1Y | +106.1% | +37.4% | +68.7% | +93.0% |
| All | +106.1% | +33.0% | +73.1% | +93.0% |
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