+559.0%
BTSG vs TLN
+448.9%
+110.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.4% | +4.9% |
| 7D | +3.8% | +1.1% | +2.7% | +3.4% |
| 30D | +13.7% | -4.6% | +18.3% | +14.4% |
| 3M | +18.0% | +5.2% | +12.7% | +15.9% |
| 6M | +32.2% | -6.5% | +38.7% | +31.8% |
| YTD | +93.6% | -3.6% | +97.2% | +89.6% |
| 1Y | +115.9% | -8.2% | +124.2% | +113.0% |
| All | +559.0% | +448.9% | +110.1% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling