+468.7%
BTSG vs TRI
-29.4%
+498.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.5% | +9.5% | +3.2% |
| 7D | +5.7% | -7.1% | +12.8% | +6.0% |
| 30D | +0.2% | -2.3% | +2.5% | +0.3% |
| 3M | +5.6% | +19.6% | -13.9% | +4.3% |
| 6M | +50.8% | -8.7% | +59.5% | +55.3% |
| YTD | +67.0% | -22.3% | +89.3% | +78.7% |
| 1Y | +145.5% | -40.7% | +186.2% | +179.8% |
| All | +468.7% | -29.4% | +498.1% | +486.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling