+433.9%
BTSG vs TRI
-30.5%
+464.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | -3.3% | -7.9% | +4.6% | -3.1% |
| 30D | -1.6% | -4.5% | +2.9% | -1.5% |
| 3M | -6.9% | +22.1% | -29.0% | -8.3% |
| 6M | +42.1% | -2.8% | +44.9% | +44.3% |
| YTD | +56.8% | -23.4% | +80.2% | +67.9% |
| 1Y | +109.8% | -41.5% | +151.4% | +139.5% |
| All | +433.9% | -30.5% | +464.4% | +451.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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