+152.1%
BTSG vs TRU
-7.3%
+159.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | -0.4% |
| 7D | +2.7% | -6.8% | +9.5% | +3.6% |
| 30D | -3.6% | 0.0% | -3.7% | -3.7% |
| 3M | +5.8% | +13.3% | -7.5% | +3.6% |
| 6M | +44.7% | +3.4% | +41.3% | +43.6% |
| YTD | +62.2% | -6.4% | +68.5% | +63.4% |
| 1Y | +152.1% | -9.7% | +161.8% | +156.5% |
| All | +152.1% | -7.3% | +159.4% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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